SEMINAR - The practice and challenges of Technical Analysis of financial data

by Bruno Estier and Serge Laedermann (Lombard Odier Cie and Geneva Finance)

Wednesday 12 Dec 2001, 16:30 → 17:30 Europe/Zurich

40-S2-A01 (CERN)

The debate concerning the use of technical analysis in the framework of investment decisions has always been controversial. The seminar will not enter into the details of this debate but will give a review of the objectives of technical analysis and its applications to analysis of financial data, in particular concerning time series, technical indicators and pattern recognition. Recently technical analysis has acquired certain respectability thanks to the contributions of mathematicians, statisticians and econometrists, but many open problems and technical challenges remain open to further research. Background information: The seminar is the second seminar in the framework of the Geneva Research Collaboration on 'Application of Mathematical and Physical Methods to Forecasting'. The first one of the seminar series took place at the University of Geneva on October 10, 2001. A special Science & Society seminar is scheduled for February 14, 2002 to be given by Nobel Laureate Ilya Prigogine The main objective of the Geneva Research Collaboration is to establish an international, open, and creative research framework for developing and disseminating new mathematical and physical models in social science, in general, and in finance and environmental sciences, in particular. The collaboration involves researchers at the University of Geneva and CERN, other Swiss and foreign research institutions, practitioners from banks in the Geneva area, as well as selected individual researchers, who will interact through the organization of different types of research seminars. The topics of interest to the Geneva Research Collaboration include models related to financial engineering, financial time series, investment strategies, risk management, technical analysis, dynamics of environmental systems, climate change, data analysis, stochastic processes, optimisation methods, statistical mechanics, and quantum mechanics.

Organiser(s): Allan Din (E-mail: din@intl.ch)