Archive for the mathematical model Category

Researchers gain new insight into the foreign exchange market

Posted in mathematical model on 2011-03-16 by Strategesis


Physicist Guannan Zhao, Ph.D. student at the University of Miami, and his collaborators have developed a mathematical model to describe the timing of price changes of currencies and the overall dynamics of the Foreign Exchange (FX) market. Zhao presented his findings in a keynote address on Saturday, March 12, at the second International Conference on Financial Theory and Engineering (ICFTE 2011), in Shanghai, China.