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volatility forcasting  // Posts tagged as "volatility forcasting"

29 May Posted by in Market Forecasting | Comments Off on System Design Alternatives

System Design Alternatives

System Design Alternatives

  There is certainly no lack of methods for predicting time series. Traditional econometric models (e.g. ARMA) as well as various GARCH formulations have been extensively applied.  More recently models based on Pareto-Levy (nonlinear) distributions incorporating embeddings in phase-space reconstructions have had some success. Neural networks, genetic algorithms, and their A.I. spinoffs are also used with […]

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18 Apr Posted by in Market Forecasting, Options Analysis | Comments Off on A Fairy Tale

A Fairy Tale

A Fairy Tale

Once upon a time, many eons ago,there lived a young man, who lived in the district of the “Dark Side”. His village was so named, since it was widely believed that no one could predict the future. Being a young lad he found this quite sad and at least quite peculiar. For what was obvious […]

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