Lior Zatlavi

Tel Aviv University, School of Electrical Engineering, Faculty of Engineering

Tel Aviv 69978

Israel

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Scholarly Papers (1)

1.

The Design and Performance of the Adaptive Stock Market Index

Algorithmic Finance 2014, 3:3-4, pp. 189-207
Number of pages: 20 Posted: 12 Dec 2014
Lior Zatlavi, Dror Y. Kenett and Eshel Ben-Jacob
Tel Aviv University, School of Electrical Engineering, Faculty of Engineering, Government of the United States of America - Office of Financial Research and Tel Aviv University (Deceased)
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Abstract:

Financial markets, prtial correlation, sock influence, adaptive-indices