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Natural time analysis in financial markets

Natural time analysis in financial markets In this paper we introduce natural time analysis in financial markets. Due to the remarkable results of this analysis on earthquake prediction and the similarities of earthquake data to financial time series, its application in price prediction and algorithmic trading seems to be a natural choice. This is tested through a trading strategy with very encouraging results. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Algorithmic Finance IOS Press

Natural time analysis in financial markets

Algorithmic Finance , Volume 5 (1-2): 10 – Jan 1, 2016

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References (40)

Publisher
IOS Press
Copyright
Copyright © 2016 IOS Press and the authors. All rights reserved
ISSN
2158-5571
eISSN
2157-6203
DOI
10.3233/AF-160057
Publisher site
See Article on Publisher Site

Abstract

In this paper we introduce natural time analysis in financial markets. Due to the remarkable results of this analysis on earthquake prediction and the similarities of earthquake data to financial time series, its application in price prediction and algorithmic trading seems to be a natural choice. This is tested through a trading strategy with very encouraging results.

Journal

Algorithmic FinanceIOS Press

Published: Jan 1, 2016

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