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Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators…

Condensed Matter · Physics 2009-11-07 M. Ausloos , K. Ivanova

Modern evolvements of the technologies have been leading to a profound influence on the financial market. The introduction of constituents like Exchange-Traded Funds, and the wide-use of advanced technologies such as algorithmic trading,…

Statistical Finance · Quantitative Finance 2021-08-20 Liao Zhu

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new initial and boundary conditions. Conventional notions of…

Mathematical Finance · Quantitative Finance 2015-03-13 Michael V. Klibanov , Andrey V. Kuzhuget

The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the…

Exactly Solvable and Integrable Systems · Physics 2008-12-10 Hisanao Takahashi , Yoshiaki Itoh

We propose a simple stochastic model of market behavior. Dividing market participants into two groups: trend-followers and fundamentalists, we derive the general form of a stochastic equation of market dynamics. The model has two…

Statistical Mechanics · Physics 2008-12-02 Guennadi Saiko

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

Based on the existing literature, this article presents the different ways of choosing the parameters of stochastic volatility models in general, in the context of pricing financial derivative contracts. This includes the use of stochastic…

Pricing of Securities · Quantitative Finance 2025-12-24 Fabien Le Floc'h

In this paper we explore a new method of analysis of associative algebras.

Rings and Algebras · Mathematics 2007-05-23 Vladimir Dergachev

The pathway idea is a way of going from one family of functions to another family of functions and yet another family of functions through a parameter in the model so that a switching mechanism is introduced into the model through a…

Statistical Mechanics · Physics 2014-09-09 A. M. Mathai , H. J. Haubold

The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To overcome some of the well-known problems of the Heston model, and more generally of the affine models, we define a new specification for the…

Pricing of Securities · Quantitative Finance 2014-09-19 José Da Fonseca , Claude Martini

The use of patterns in predictive models is a topic that has received a lot of attention in recent years. Pattern mining can help to obtain models for structured domains, such as graphs and sequences, and has been proposed as a means to…

Artificial Intelligence · Computer Science 2011-11-29 Björn Bringmann , Siegfried Nijssen , Albrecht Zimmermann

This article considers a model for alternative processes for securities prices and compares this model with actual return data of several securities. The distributions of returns that appear in the model can be Gaussian as well as…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 Kyrylo Shmatov , Mikhail Smirnov

Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill…

Statistical Finance · Quantitative Finance 2015-05-13 Sergey Zaitsev , Alexander Zaitsev , Andrei Leonidov , Vladimir Trainin

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.

Risk Management · Quantitative Finance 2013-11-18 Abhijnan Rej

With technological advancements and the exponential growth of data, we have been unfolding different capabilities of neural networks in different sectors. In this paper, I have tried to use a specific type of Neural Network known as…

Neural and Evolutionary Computing · Computer Science 2021-06-04 Kunal Bhardwaj

Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's…

General Finance · Quantitative Finance 2019-04-23 O. A. Malafeyev , I. I. Pavlov

The aim of this research is to give a simple framework to evaluate/quantize the "transparency" of a firm. We assume that the process of the firm value is only observable once in a while but is strongly correlated with the stock price which…

Risk Management · Quantitative Finance 2009-10-27 Jirô Akahori , Yuuki Kanishi , Yuichi Morimura