Tuesday, July 26, 2005
Volatility Trading via Pattern Recognition on Quanticized Sequences
The thesis of my projects has been that financial "chaos" can be modeled into an element of a predictable time series within a range of probability. The paper I've linked to above is a very good souce on modeling using Markov chains and Neural Networks. Also, such modeling can be viewed as a primitive form of Artficial Intelligence.
