51 citations · 558 across the 54 of their papers we have counts for
4 papers · 1 filter
GARCH(1,1) model of the financial market with the Minkowski metric
Richard Pincak, Kabin Kanjamapornkul
We solved a stylized fact on a long memory process of volatility cluster phenomena by using Minkowski metric for GARCH(1,1) under assumption that price and time can not be separate…
Using String Invariants for Prediction Searching for Optimal Parameters
Marek Bundzel, Tomas Kasanicky, Richard Pincak
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performanc…
The study of Thai stock market across the 2008 financial crisis
K. Kanjamapornkul, Richard Pinčák, Erik Bartoš
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand…
From the currency rate quotations onto strings and brane world scenarios
D. Horvath, R. Pincak
In the paper, we study numerically the projections of the real exchange rate dynamics onto the string-like topology. Our approach is inspired by the contemporary movements in the s…