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arXiv · cond-mat/9710290

Resummation Methods for Analyzing Time Series

S. Gluzman·V. I. Yukalov
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Abstract

An approach is suggested for analyzing time series by means of resummation techniques of theoretical physics. A particular form of such an analysis, based on the algebraic self-similar renormalization, is developed and illustrated by several examples from the stock market time series.

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S. Gluzman, V. I. Yukalov. 1998-04-22. Resummation Methods for Analyzing Time Series. https://doi.org/10.1142/s021798499800010x

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