Resummation Methods for Analyzing Time Series
Statistical Mechanics
2009-10-30 v2 Statistical Finance
Abstract
An approach is suggested for analyzing time series by means of resummation techniques of theoretical physics. A particular form of such an analysis, based on the algebraic self-similar renormalization, is developed and illustrated by several examples from the stock market time series.
Cite
@article{arxiv.cond-mat/9710290,
title = {Resummation Methods for Analyzing Time Series},
author = {S. Gluzman and V. I. Yukalov},
journal= {arXiv preprint arXiv:cond-mat/9710290},
year = {2009}
}
Comments
Corrections are made to match the published version