Journal Title: Frontiers in Applied Mathematics and Statistics
ISSN: 2297-4687 (Online)
Publisher: Frontiers Media S.A.
LCC Subject Category: Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods | Science: Mathematics: Probabilities. Mathematical statistics
Country of publisher: Switzerland
Language of fulltext: English
Full-text formats available: PDF, HTML, ePUB, XML
(Stony Brook University)
Sergio eFocardi (Stony Brook University)
Abstract | Full Text
We introduce an original application of Suprathreshold Stochastic Resonance (SSR). Given a noise-corrupted signal, we induce SSR in effort to filter the effect of the corrupting noise. This will yield a clearer version of the signal we desire to detect. We propose a financial application that can potentially reveal big positions in a market. We assume there exist return signals that correspond to big orders, which are hidden by noise from small scale traders. We induce SSR in an attempt to reveal these big positions.