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A Novel View of Suprathreshold Stochastic Resonance and its Applications to Financial Markets
oleh: Gui eCitovsky, Sergio eFocardi
| Format: | Article |
|---|---|
| Diterbitkan: | Frontiers Media S.A. 2015-10-01 |
Deskripsi
We introduce an original application of Suprathreshold Stochastic Resonance (SSR). Given a noise-corrupted signal, we induce SSR in effort to filter the effect of the corrupting noise. This will yield a clearer version of the signal we desire to detect. We propose a financial application that can potentially reveal big positions in a market. We assume there exist return signals that correspond to big orders, which are hidden by noise from small scale traders. We induce SSR in an attempt to reveal these big positions.