Deterministic mechanics of pricing
Price prediction of stocks, commodities and goods and services
Versandkostenfrei!
Versandfertig in 6-10 Tagen
44,99 €
inkl. MwSt.
PAYBACK Punkte
22 °P sammeln!
The book presents a deterministic description of future prices of stocks, goods and services and commodities. Statistically, observed and predicted prices are cointegrated. The overall price inflation is a linear and lagged function of the growth rate of labor force, with projections foreseeing a deflationary period since 2012. There are long-term sustainable trends in the differences between various CPI and PPI subcategories. A deterministic link has been found between stock prices and CPI. To validate the link, empirical models for fifty four S&P 500 companies are presented, with statistical...
The book presents a deterministic description of future prices of stocks, goods and services and commodities. Statistically, observed and predicted prices are cointegrated. The overall price inflation is a linear and lagged function of the growth rate of labor force, with projections foreseeing a deflationary period since 2012. There are long-term sustainable trends in the differences between various CPI and PPI subcategories. A deterministic link has been found between stock prices and CPI. To validate the link, empirical models for fifty four S&P 500 companies are presented, with statistically robust price predictions months ahead. One can compile a dynamic portfolio with a deterministic profit. In July 2008, the model would have accurately forecasted negative share prices of Lehman Brothers and AIG. The predictions are likely reliable until their influence on the stock market is negligible. Finally, we validate the link between the S&P 500 returns, real GDP per capita and the number of 9-year-olds in the United States.
Andere Kunden interessierten sich für
