Abstract Following a Geometrical Brownian Motion extension into an Irrational fractional
Brownian Motion model, we re-examine agent behaviour reacting to time dependent news …

This paper analyses the relations between entropy, organizational capabilities and
corporate entrepreneurship. The results indicate strong links between strategy and …

This paper reports a new methodology and results on the forecast of the numerical value of
the fat tail (s) in asset returns distributions using the irrational fractional Brownian motion …

This paper aims at providing an introduction to the behavior of authors submitting a paper to
a scientific journal. Dates of electronic submission of papers to the Journal of the Serbian …

This manuscript extends the literature on the application of geometric Brownian motion.
Forecasted drift and diffusion terms estimated separately and recursively are plugged into …

The particular day of the week when an event occurs seems to have unexpected
consequences. For example, the day of the week when a paper is submitted to a peer …

In this manuscript, daily and weekly geometric Brownian motion forecasts are obtained and
tested for reliability for three indexes, DJIA, NASDAQ and S&P 500. A twenty-year rolling …

As a matter of convenience, stock simulation models such as the Brownian motion often
assume that a stock's rate of return follows a normal distribution. However, stock market …

In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …

In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …