Predictive Mathematical Model
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.
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.