Lutz Molgedey

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The problem of separating n linearly superimposed uncorrelated signals and determing their mixing coeecents is reduced to an Eigenvalue problem which involves the simultaneous diagonalisation of two symmetric matrices whose elements are measureable time delayed correlation functions. The diagonali-sation matrix can be determined from a cost function whose(More)
The structure of high frequency time series of financial data taking the DAX future as an example is investigated with respect to the existence of local order on a time horizon of a few minutes. We will show that there might be special local situations where there exist local order, and where the predictability is considerably higher than in average. We(More)
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