英文标题：
《Identification of market trends with string and D2-brane maps》
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作者：
Erik Barto\\v{s} and Richard Pin\\v{c}\\\'ak
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最新提交年份：
2016
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英文摘要：
The multi dimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets. The objects are represented by open string with 2-endpoints and D2-brane, which are continuous enhancement of 1-endpoint open string model. We show how new object properties can change the statistics of the predictors, which makes them the candidates for modeling a wide range of time series systems. String angular momentum is proposed as another tool to analyze the stability of currency rates except the historical volatility. To show the reliability of our approach with application of string models for time series forecasting we present the results of real demo simulations for four currency exchange pairs.
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中文摘要：
引入多维字符串对象，作为在金融市场交易中应用用于时间序列预测的字符串模型的新选择。对象由具有2个端点的开放字符串和D2 brane表示，这是对1个端点开放字符串模型的连续增强。我们展示了新的对象属性如何改变预测器的统计信息，从而使它们成为广泛时间序列系统建模的候选对象。弦角动量被提议作为除历史波动外的另一种分析汇率稳定性的工具。为了通过应用字符串模型进行时间序列预测来证明我们方法的可靠性，我们给出了四种货币兑换对的真实演示模拟结果。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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