4 papers
Long-memory process and aggregation of AR(1) stochastic processes: A new characterization
Bernard Candelpergher, Michel Miniconi, Florian Pelgrin
Contemporaneous aggregation of individual AR(1) random processes might lead to different properties of the limit aggregated time series, in particular, long memory (Granger, 1980).…
Une étude asymptotique probabiliste des coefficients d'une série entière
Bernard Candelpergher, Michel Miniconi
Following the ideas of Rosenbloom [7] and Hayman [5], Luis Báez-Duarte gives in [1] a probabilistic proof of Hardy-Ramanujan's asymptotic formula for the partitions of an integer.…
A theoretical framework for trading experiments
Maxence Soumare, Jørgen Vitting Andersen, Francis Bouchard +5
A general framework is suggested to describe human decision making in a certain class of experiments performed in a trading laboratory. We are in particular interested in discernin…
Pricing stocks with yardsticks and sentiments
Sebastıan Martınez Bustos, Jorgen Vitting Andersen, Michel Miniconi +3
Human decision making by professionals trading daily in the stock market can be a daunting task. It includes decisions on whether to keep on investing or to exit a market subject t…