Andrea Berdondini

Independent

No Address Available

SCHOLARLY PAPERS

5

DOWNLOADS

154

CITATIONS

8

Ideas:
“  My research mainly concerns the estimate of risk under the non-stationary hypothesis of the markets (hypothesis of non-ergodicity). The method developed shifts the attention from the value of the performance to a statistical property that assumes a well-defined behaviour when we operate with cognitive awareness on the market. Game theory. My research is based on questioning the expected gain as a parameter to be used at decision level. In particular, my studies are aimed at developing a mathematical method able to understand if a strategy operates in a cognitive way, exploiting knowledge about the system. I have a great passion for mathematics a few years ago I started a very interesting experiment, related to the application of the algorithms developed to analyze financial markets in some important fields of theoretical mathematics. More specifically, my attention turned to the analysis of prime numbers.  ”

Scholarly Papers (5)

1.

The Professional Trader’s Paradox

Number of pages: 3 Posted: 12 Dec 2018
Andrea Berdondini
Independent
Downloads 77 (310,422)
Citation 1

Abstract:

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Trading Models, investment strategies, non-ergodic, performance measurement, risk management

2.

Description of a Methodology from Econophysics as a Verification Technique for a Financial Strategy

Number of pages: 5 Posted: 12 Jun 2018
Andrea Berdondini
Independent
Downloads 27 (479,908)
Citation 4

Abstract:

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Quantitative Finance

3.

Resolution of the St. Petersburg Paradox Using Von Mises’ Axiom of Randomness

Number of pages: 6 Posted: 14 Jun 2019
Andrea Berdondini
Independent
Downloads 19 (525,076)
Citation 1

Abstract:

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Game Theory, Non-Ergodicity

Abstract:

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Trading Models, Investment Strategies, Non-Ergodic, Performance Measurement, Risk Management

5.

The Information Paradox

Number of pages: 4 Posted: 10 Jul 2019
Andrea Berdondini
Independent
Downloads 14 (554,411)

Abstract:

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big data, overfitting, data analytics