Search Results - "Zumbach, G"

Knowledge-intensive genetic discovery in foreign exchange markets by Bhattacharyya, S., Pictet, O.V., Zumbach, G.

“…This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It…”
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Volatility processes and volatility forecast with long memory by Zumbach, Gilles

“…We introduce a new family of processes that include the long memory (LM) (power law) in the volatility correlation. This is achieved by measuring the…”
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How trading activity scales with company size in the FTSE 100 by Zumbach, Gilles

“…This paper investigates the scaling dependencies between measures of 'activity' and of 'size' for companies included in the FTSE 100. The 'size' of companies…”
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Topological phase transition in a two-dimensional nematic n-vector model : a numerical study by KUNZ, H

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Heterogeneous volatility cascade in financial markets by Zumbach, Gilles, Lynch, Paul

“…Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular,…”
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Almost second order phase transitions by ZIMBACH, G

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Importance of the massive modes in the renormalization group 2 + ε dimension by Zumbach, Gil

“…We study the renormalization group for the non-linear σ-models Sn−1, ℝP2 and Vn,2 in the limit d = 2 + ε, keeping all the modes, massive and massless. The…”
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Adaptive coordinate, real-space electronic structure calculations on parallel computers by Zumbach, Gil, Modine, N.A., Kaxiras, Efthimios

“…We present a method for electronic structure calculations that retains all of the advantages of real space, but addresses the major weakness of a regular grid,…”
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Adaptive coordinate, real-space electronic structure calculations on parallel computer by ZUMBACH, G, MODINE, N. A, KAXIRAS, E

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Upper bound for the kinetic energy for fermion systems by ZUMBACH, G

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New approach to the calculation of density functionals by ZUMBACH, G, MASCHKE, K

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Market heterogeneities and the causal structure of volatility by Lynch, Paul E, Zumbach, Gilles O

“…The correlation between historical and realized volatilities is studied empirically for a large range of time intervals. Similarly, the correlation between the…”
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Example of competition between nonlinearity and disorder by Bonomi, E, Zumbach, G

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