Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I have two questions to ask:

  1. What are the best methods to determine stationarity in a financial market (such as stocks) using MATLAB?

  2. What methods would you recommend to use in order to change from non-stationary points to stationary points (so as to better predict the market), so that I can use the resulted data for genetics algorithms or genetics programming to predict the next move?

Thank you for reading this.

share|improve this question
See quant.stackexchange.com/questions/183/… and quant.stackexchange.com/questions/2372/… and perhaps more if you search some more. – Cristian Dima Sep 2 '13 at 16:41
This might help you in answering the second question: investopedia.com/articles/trading/07/stationary.asp – Bob Hopez Dec 24 '13 at 16:22

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.