Adelheidstraße 51
Wiesbaden, Hessen 65185
Germany
http://www.vogl-datascience.de
Markus Vogl {Business & Data Science}
nonlinear dynamics, chaos, financial chaos, recurrence analysis, financial predictions, financial markets
Momentum Effect, Low Volatility Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion
literature review, financial modelling, risk modelling, quantitative finance, quantitative model families, citation network, bibliographic analysis
Hurst exponent dynamics, market efficiency, long memory, multifractality, financial crisis
nonlinear dynamics, chaos, financial chaos, literature review, financial markets, quantitative modelling