The string prediction models as application to financial forex market

Details The string prediction models as application to financial forex market The string prediction models as application to financial forex market

2011-09-02

arxiv.org/abs/1109.0435v1

Economy

Quantitative Finance

Trading and Market Microstructure

SORS Research a.s, 040 01 Kosice, Slovak Republic, 12 pages, 9 figures

Scientific paper

In this paper we apply a new approach of the string theory to the real financial market. The strings are defined here by the boundary conditions, characteristic length, real values and the method of redistribution of information. The map represents the detrending and data standardization procedure. We used 1-end-point, 2-end-point open string and partially compactified strings that satisfy the Dirichlet and Neumann boundary conditions. We established two different models to predict the behavior of financial forex market. The first model is based on the correlation function as invariant and the second one is an application based on the deviations from the closed string/pattern form. We found the difference between these two approaches. The first model cannot predict the behavior of the forex market with good efficiency in comparison with the second one which is, in addition, able to make relevant profit per year.

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