Technical and Quantitative Analysis of Tubes

Jean-Pierre Aubin (), Luxi Chen and Olivier Dordan
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Jean-Pierre Aubin: Viabilité, Marchés, Automatique et Décision (VIMADES)
Luxi Chen: Viabilité, Marchés, Automatique et Décision (VIMADES)
Olivier Dordan: Viabilité, Marchés, Automatique et Décision (VIMADES)

Chapter Chapter 2 in Tychastic Measure of Viability Risk, 2014, pp 27-62 from Springer

Abstract: Abstract This chapter adresses some domains of technical analysis and is devoted to the design of the VIMADES Extrapolator for forecasting mechanisms of lower bounds of risky returns, the VIMADES Trendometer for detecting the trend reversals of time series and related issues.

Keywords: Differential Inclusion; Risky Asset; Sharpe Ratio; Price Series; Reversal Date (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08129-8_2

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DOI: 10.1007/978-3-319-08129-8_2

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