概率建模在金融工程中真的有用吗？- 你真的需要一个金融工程师吗
Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?
摘要：
一个新的观点对金融时间序列，不使用任何数学模型和概率工具，不仅产生一个严格的方法的趋势和波动性，但也有效的计算已经成功地应用于自动控制和信号处理。它是基于P.Cartier和Y. Perrin，1995年出版。上述结果被用来描述一个动态的投资组合和策略管理，而不需要任何全局优化技术。大量的计算机模拟。
英文摘要：
A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem due to P. Cartier and Y. Perrin, which was published in 1995. The above results are employed for sketching a dynamical portfolio and strategy management, without any global optimization technique. Numerous computer simulations are presented.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
