Pier Paolo Peirano

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

2

DOWNLOADS

136

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures

Number of pages: 28 Posted: 29 Jul 2008 Last Revised: 20 Jul 2009
Damien Challet and Pier Paolo Peirano
CentraleSupélec and Capital Fund Management
Downloads 89 (288,173)

Abstract:

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Stylized Facts, Student Processes, Hyperbolic Distributions, Wiener Process Mixtures

2.

Prediction Accuracy and Sloppiness of Log-Periodic Functions

Number of pages: 6 Posted: 24 Jun 2010
David Brée, Damien Challet and Pier Paolo Peirano
University of Manchester - School of Computer Science, CentraleSupélec and Capital Fund Management
Downloads 47 (401,785)
Citation 3

Abstract:

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bubbles, crash, prediction, log-periodic fits