The webinars will take place on Zoom and a link to the virtual room will be sent out to all those who registered at the registration page.
Speaker: Saul Jacka (University of Warwick)
Title: Optimal Stopping and Technical Analysis
Abstract: Technical Analysis is a collection of investment policies based on the history of price processes. It is widely used by institutional investors despite conflict with the Efficient Markets Hypothesis. In this talk we'll discuss a very general model of a stock price which is designed to analyse the viability of a form of technical analysis known as the support and resistance line method.
This series of webinars addresses all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects STORM, SCROLLER, and SPATUS.