A full set of scientific models
Prometheus Analytics provides a top level of scientific models based on Machine Learning, Econometrics, Econophysics, Graph Theory.
Machine learning
Machine Learning emerged as a crucial tool of Complex Dynamical Systems analysis. It is also increasingly used by Econometric.
Econophysics
With econophysics, the application of models derived from physics to explain economic and financial developments could well become a new paradigm.
Econometrics
The modelisation of long term equilibrium relations and short term adjustments (co-integration approach), is a classical and indispensable tool in macroeconomic and financial analyzes.
Graph Theory
Application of Graph Theory to the time series is a revolution in analysis and identification of fractal structures (memory effect) underlying financial time series
Risk modelling.
Crisis forecasting.
Risk modelisation is a crucial activity for any financial company.
The standard approach in risk assessment (Black & Scholes formula) is based on the modelisation of brownian movement, meaning a random walk. This approch is quite simple to implement but lacks realism as it does not take into account the possibility of rare events (blackswan, etc). We therefore offer an alternative and complementary modelisation using the multifractal approach.
With the multiplication of financial crisis', it is now very important to develop crisis prevention tools. We offer a full set of models issued of physics and mathematics that aim to forcast and detect critical states of financial markets and mesure the advent of a crisis.
