Low order modeling of seemingly random systems with application to stock market securities /
Even simple observation of stock price graphs can reveal dominant patterns. In our work, we will refer to such re-occurring, dominant patterns as "coherent structures", a term borrowed from the theory of turbulence in fluid dynamics. Stock price performance exhibits coherent structures, wh...
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| Format: | Thesis Book |
| Language: | English |
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[Place of publication not identified] :
[publisher not identified] ;
2002.
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| Subjects: |
Remote Storage
| Call Number: |
2002 Thesis S86 |
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| Notes: |
Cushing Archival Copy (Library Use Only) |
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| Call Number | Status | Get It |
| 2002 Thesis S86 | Available | |
Cushing: Theses & Dissertations Microforms (Does not check out)
| Call Number: |
2002 Thesis S86 |
|
|---|---|---|
| Call Number | Status | Get It |
| 2002 Thesis S86 | Available | |