• Corpus ID: 18195955

From Efficient Market Hypothesis To Swing Market Hypothesis

  title={From Efficient Market Hypothesis To Swing Market Hypothesis},
  author={Heping Pan},
This paper presents a joint review on professional technical analysis and academic quantitative analysis of the financial markets, aiming at bridging the deep gulf between the two fields and unifying them under a general science of intelligent finance or financial intelligence. While econometricians and econophysicians have recently reexamined technical analysis, most of their effort is focused on chart patterns and technical indicators, leading to some simplicity impression of technical… 



Scaling and criticality in a stochastic multi-agent model of a financial market

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The abundance of high-frequency financial data and the rapid development of computer hardware have combined to transform financial economics into, arguably, the most empirically oriented field within

Swingtum – A Computational Theory of Fractal Dynamic Swings and Physical Cycles of Stock Market in A Quantum Price-Time Space

This paper presents the basic framework of a comprehensive computational theory of stock market behavior, which we call Swingtum, taking multivariate stock index time series data as input, and