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of 29
pro vyhledávání: '"Glattfelder, James B."'
We present a series of equations that track the total realized and unrealized profits and losses at any time, incorporating the spread. The resulting formalism is ideally suited to evaluate the performance of trading model algorithms.
Externí odkaz:
http://arxiv.org/abs/2411.14068
The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular, equidistant intervals. Nonetheless, already nearly 60 years ago, the
Externí odkaz:
http://arxiv.org/abs/2406.07354
Autor:
Glattfelder, James B., Golub, Anton
Intrinsic time is an example of an event-based conception of time, used to analyze financial time series. Here, for the first time, we reveal the connection between intrinsic time and physical time. In detail, we present an analytic relationship whic
Externí odkaz:
http://arxiv.org/abs/2204.02682
Autor:
Glattfelder, James B.
This open access book chronicles the rise of a new scientific paradigm offering novel insights into the age-old enigmas of existence. Over 300 years ago, the human mind discovered the machine code of reality: mathematics. By utilizing abstract though
Externí odkaz:
http://library.oapen.org/handle/20.500.12657/23108
Autor:
Glattfelder, James B
Publikováno v:
Advances in Complex Systems, Vol. 22, No. 06, 1950018 (2019)
Today, there exist many centrality measures for assessing the importance of nodes in a network as a function of their position and the underlying topology. One class of such measures builds on eigenvector centrality, where the importance of a node is
Externí odkaz:
http://arxiv.org/abs/1911.00924
We outline what we believe are the prerequisites and building-blocks for successfully devising trading models and other financial applications based on a complex systems perspective.
Comment: December 2010 paper by the Olsen Ltd. research group,
Comment: December 2010 paper by the Olsen Ltd. research group,
Externí odkaz:
http://arxiv.org/abs/1405.6027
Publikováno v:
PLoS ONE 6(10), e25995 (2011)
The structure of the control network of transnational corporations affects global market competition and financial stability. So far, only small national samples were studied and there was no appropriate methodology to assess control globally. We pre
Externí odkaz:
http://arxiv.org/abs/1107.5728
Autor:
GLATTFELDER, JAMES B.
Publikováno v:
Advances in Complex Systems; Sep2019, Vol. 22 Issue 6, pN.PAG-N.PAG, 15p
