A mathematical proof of the existence of trends in financial time series

Michel Fliess Cédric Join

Published in: CoRR (2009)

Keyphrases

financial time series
mathematical proofs
stock market
financial time series forecasting
financial data
turning points
non stationary
automated theorem provers
stock price
exchange rate
stock exchange
stock returns
multivariate time series
theorem prover
long term
natural language processing