La mente non è un vaso da riempire, ma un fuoco da accendere, Plutarco
La mente non è un vaso da riempire, ma un fuoco da accendere, Plutarco
Juan Evangelista Trinidad Segovia
Juan Evangelista Trinidad Segovia has contributed some works in finance and portfolio selection related with the existence of long–memory in financial markets. This research line connects the classical Hurst exponent theory with a new mathematical theory based on fractal dimension. He has also developed new algorithms to calculate the Hurst exponent in financial time series.
Juan Evangelista Trinidad Segovia has contributed some works in finance and portfolio selection related with the existence of long–memory in financial markets. This research line connects the classical Hurst exponent theory with a new mathematical theory based on fractal dimension. He has also developed new algorithms to calculate the Hurst exponent in financial time series.