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PureBytes Links
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KS,
John Ehlers treats Laplace transforms in his book "Rocket Science for
Traders" - the discussion, along with Fourier, Z, Chebyshev, and
Butterworth transfer functions start on page 132. Have your college
calculus text, and CRC's "Standard Math Tables" nearby. Ehlers main
points are:
** Laplace transforms provides a method to solve differential
equations that otherwise would not be possible. So if you have created
a set of differential equations that need solving - Laplace might
help you out. The Std Math Tables show solutions for 122 different
differential equations - very helpful.
** The Z transform treats the case of discrete values - something we
have with stock price data. Again you will probably need your old
college texts on differential equations and calculus to be at hand.
The Math Tables has solutions for 32 Z transforms.
** Z, Laplace, and Fourier transforms are all related.
Probably the most important point is that MS-FL is far from being able
to code this level of math. You will need to buy the additional
components to create .dll's to code these.
Reef-Break
--- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
<formulaprimer@xxxx> wrote:
> Does anyone know how to use the LAPLACE transform. It sort of works
> like the fourier transform. Thanks. The Hotelling transform is not
> usuable in trading, but I think it might be in the future.
> KS
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