Evaluation of statistical properties of large data sets – STSM of Peter Richmond to the Bulgarian Academy of Science in Sofia
Report: COST STSM TD1210 20984; 7th to 18th October 2014 Short-term mission 20984 took place as planned. At the outset we began examining large financial data sets from two complementary perspectives. The first sought to examine the statistical nature of the Wells Wilder index and the associated Relative Strength Index…