By We propose new cohomology theory for financial market. We perform analysis of financial tensor network for non-equilibrium state, with closeness centrality of a tensor field of partial correlation, with planar graph of Hilbert–Huang transform with hyperbolic spectrum of IMF. We detect the 2008 market crash for Thai SET50 Index Futures market.
Read moreAuthor: Richard Pincak
We provide the proof that the space of time series data is a Kolmogorov space with T0-separation axiom using the loop space of time series data. In our approach, we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition.
Read moreAlmost all known econometric models applied on a long term basis on financial forex market do not work sufficiently. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets.
Read moreWe have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance.
Read moreOverwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well...
Read moreIn this paper we apply a new approach of string theory to the real financial market. The models are constructed with an idea of prediction models based on the string invariants (PMBSI)...
Read moreA new approach of the string theory called the Prediction Model Based on String Invariants (PMBSI) was applied here to time-series forecast...
Read moreIn the paper, we study the projections of the real exchange rate dynamics onto the stringlike topology. Our approach is inspired by the contemporary movements in the string theory...
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