Predictive Mathematical Model

Model Petrelli-Cesarini

The Petrelli-Cesarini Model serves to predict the trend, over time, of the price of financial instruments.

Petrelli-Cesarini’s formula is a mathematical formula that can be derived from the model’s hypotheses.

The PETRELLI-CESARINI forecasting model uses the clustering method of the K-Means algorithm and elaborates a probabilistic evaluation system for the estimation of the future value through the use of a mathematical index calculated using the formula PETRELLI-CESARINI.

Where to find it

The lite version of the model, with limits, is fully described in chapter 6 of the book Excel and Artificial Intelligence for trading of which we also provide the source code.

Application example of the Petrelli-Cesarini model taken from the book Excel and Artificial Intelligence for Trading


The model already in its formulation present in the book can be used within a Trading System.

Complete variants of the model are used within our software


For the complete model you can contact us via the contact form on the site.

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