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

Abstract

Introduction

The Swing Market Hypothesis

A Fundamental Price Impact Model of The Stock Market

Multilevel Fractal Swings In Log-Periodic Power Laws

Multilevel Physical Cycles in Hilbert Transform and A Quantum Space of Price and Time

Multidimensional Embedding and Nearest Neighbour Algorithm for Prediction

Concluding Remarks and References

Books Related

Heping Pan:

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

Keywords: Computational finance, stock market index, dynamic swing, physical cycle, abrupt momentum, Random Walk Hypotesis, Finanza Frattale, log-periodic power law, time series prediction, Teoria delle onde di Elliott, Gann cycles, Gann angles, price-time symmetry, quantum space, news impact.

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 producing probabilistic predictions of stock index movement at multiple time frames.

By Prof. Heping Pan

Performance Trading

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