127 citations · 501 across the 23 of their papers we have counts for
4 papers · 1 filter
Generalized Technical Analysis. Effects of transaction volume and risk
M. Ausloos, K. Ivanova
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the c…
Statistical Derivation of the Evolution Equation of Liquid Water Path Fluctuations in Clouds
K. Ivanova, M. Ausloos
How to distinguish and quantify deterministic and random influences on the statistics of turbulence data in meteorology cases is discussed from first principles. Liquid water path…
Dynamical analysis of S&P500 momentum
K. Ivanova, L. T. Wille
The dynamics of the S&P500 price signal is studied using a moving average technique. Particular attention is paid to intersections of two moving averages with different time horizo…
Mechanistic approach to generalized technical analysis of share prices and stock market indices
M. Ausloos, K. Ivanova
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…