3 papers
q-fin.ST2026
Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets
Sara A. Safari, Christoph Schmidhuber
We forecast future volatilities and correlations of financial markets based on the current trends in these markets. This complements previous work that models future expected retur…
q-fin.ST2025
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
Sara A. Safari, Christof Schmidhuber
We empirically analyze the reversion of financial market trends with time horizons ranging from minutes to decades. The analysis covers equities, interest rates, currencies and com…
q-fin.ST2025
International Financial Markets Through 150 Years: Evaluating Stylized Facts
Sara A. Safari, Maximilian Janisch, Thomas Lehéricy
In the theory of financial markets, a stylized fact is a qualitative summary of a pattern in financial market data that is observed across multiple assets, asset classes and time h…