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

By Prof. Heping Pan

Summary:

•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