2500
0
4000
3500
3000

50 100 150 200 250
-100
0
500

50 100 150 200 250
(a) Underlying asset: values during the last 223 (b) Option: values during the last 223 days, and
inria-00457222, version 1 - 16 Feb 2010
days, and trend (- -)

(c) Daily interest rate r
Figure 3: Example 2: CFU9CY3500
trend (- -) (- -)

(d) ∆ tracking
El Jai, L. Afifi, E. Zerrik (Eds), Presses Universitaires de Perpignan, 2009,
pp. 43-62 (available at http://hal.inria.fr/inria-00352834/en/).
[10] Fliess M., Join C., Model-free control and intelligent PID con-
trollers: towards a possible trivialization of nonlinear control?,
15th IFAC Symp. System Identif., Saint-Malo, 2009 (available at
http://hal.inria.fr/inria-00372325/en/).
[11] Fliess M., Join C., Towards new technical indicators for trading systems
and risk management, 15th IFAC Symp. System Identif., Saint-Malo, 2009
(available at http://hal.inria.fr/inria-00370168/en/).
[12] Fliess M., Join C., Systematic risk analysis: first steps to-
wards a new definition of beta, COGIS, Paris, 2009 (available at
http://hal.inria.fr/inria-00425077/en/).
[13] Fliess M., Join C., Mboup M., Algebraic change-point detection, Ap-
plicable Algebra Engin. Communic. Comput., DOI 10.1007/s00200-010-
0119-z, 2010 (available at http://hal.inria.fr/inria-00439226/en/).
More intriguing information
1. Sector Switching: An Unexplored Dimension of Firm Dynamics in Developing Countries2. Disentangling the Sources of Pro-social Behavior in the Workplace: A Field Experiment
3. Gianluigi Zenti, President, Academia Barilla SpA - The Changing Consumer: Demanding but Predictable
4. Gerontocracy in Motion? – European Cross-Country Evidence on the Labor Market Consequences of Population Ageing
5. Growth and Technological Leadership in US Industries: A Spatial Econometric Analysis at the State Level, 1963-1997
6. Update to a program for saving a model fit as a dataset
7. The name is absent
8. The name is absent
9. The name is absent
10. Stable Distributions