Industry WIKI

The Bachelier model is a model of an asset price under Brownian motion presented by Louis Bachelier in his PhD thesis The Theory of Speculation (French: Théorie de la spéculation), published 1900. It is also called the normal model equivalently (as opposed to log-normal model or Black–Scholes model). One early criticism of the Bachelier model is that the probability distribution which h

In finance, the Chen model is a mathematical model describing the evolution of interest rates. It is a type of "three-factor model" (short-rate model) as it describes interest rate movements as driven by three sources of market risk. It was the first stochastic mean and stochastic volatility model and it was published in 1994 by Lin Chen, PhD from Harvard, former economist of Federal Res

In finance, MIDAS (an acronym for Market Interpretation/Data Analysis System) is an approach to technical analysis initiated in 1995 by the physicist and technical analyst Paul Levine, PhD, and subsequently developed by Andrew Coles, PhD, and David Hawkins in a series of articles and the book MIDAS Technical Analysis: A VWAP Approach to Trading and Investing in Today's Markets. Latterly,

Nathan Cedric Tankus is an American expert on state and banking finances, with a focus on the Federal Reserve. He has been a visiting researcher at the Fields Institute and a research assistant at the University of Ottawa. He has written for the Financial Times, Business Insider, the Review of Keynesian Economics, Truthout, Jacobin, Naked Capitalism, and Rolling Stone.

Ricardo Jorge Caballero (born 20 October 1959) is a Chilean macroeconomist who is the Ford International Professor of Economics at the Massachusetts Institute of Technology. He also served as the Chairman of MIT's Economics Department from 2008 to 2011. He is a director of the World Economic Laboratory at MIT and an NBER Research Associate. Caballero received his PhD from MIT in 1988, a