Physics – Condensed Matter – Statistical Mechanics
Scientific paper
1997-10-27
Mod. Phys. Lett. B 12, 61-74 (1998)
Physics
Condensed Matter
Statistical Mechanics
Corrections are made to match the published version
Scientific paper
10.1142/S021798499800010X
An approach is suggested for analyzing time series by means of resummation
techniques of theoretical physics. A particular form of such an analysis, based
on the algebraic self-similar renormalization, is developed and illustrated by
several examples from the stock market time series.
Gluzman Simon
Yukalov V. I.
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