Fractal properties, information theory, and market efficiency
Considering that both the entropy-based market information and the Hurst exponent are
useful tools for determining whether the efficient market hypothesis holds for a given asset …
useful tools for determining whether the efficient market hypothesis holds for a given asset …
Characterizing complexity and self-similarity based on fractal and entropy analyses for stock market forecast modelling
Complex systems constitute components that interact with one another and involve
phenomena which are not always easy to understand in terms of their components and …
phenomena which are not always easy to understand in terms of their components and …
Using technological entropy to identify technology life cycle
Identification of technology life cycles (TLC) provides a crucial basis for managing national
policy, regional planning, and enterprise investment. Thus, it is a significant challenge to …
policy, regional planning, and enterprise investment. Thus, it is a significant challenge to …
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
This paper examines the short-and medium run dependence structures between oil and
currency markets for MENA, other developing and developed countries, using a novel …
currency markets for MENA, other developing and developed countries, using a novel …
A statistical test of market efficiency based on information theory
We determine the amount of information contained in a time series of price returns at a given
time scale, by using a widespread tool of the information theory, namely the Shannon …
time scale, by using a widespread tool of the information theory, namely the Shannon …
Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
We attempt to quantify the intrinsic nonlinear dynamics of thirty international financial
markets. Fractality, chaoticity and randomness are explored during and after the recent …
markets. Fractality, chaoticity and randomness are explored during and after the recent …
[PDF][PDF] Evaluation of Shareholders' Overreaction and its Comparison in Small Ad Large Companies (Case Study: Accepted Companies in Tehran Stock Exchange)
G Golarzi, K Danayi - Journal of Financial Management Perspective, 2019 - jfmp.sbu.ac.ir
Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …
capital in different assets in such a way that it has the highest rate of return with considering …
Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and …
This paper investigates power-law correlations, chaos, and randomness in prices of family
business, green (low Carbon), Islamic (Shariah), and common stock indices from the …
business, green (low Carbon), Islamic (Shariah), and common stock indices from the …
Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis
We analyze how different currency regimes influence the price efficiency of exchange rates.
Based on an analysis of a sample of 20 exchange rates (covering 39 countries) over a 15 …
Based on an analysis of a sample of 20 exchange rates (covering 39 countries) over a 15 …
[PDF][PDF] Управление устойчивым развитием промышленных экосистем в условиях технологических трансформаций
ОВ Дударева - Курск: ЗАО «Университетская книга, 2023 - sovman.ru
Защита состоится «02» сентября 2022 года в 1000 часов на заседании
диссертационного совета Д 212.037. 14, созданного на базе ФГБОУ ВО «Воронежский …
диссертационного совета Д 212.037. 14, созданного на базе ФГБОУ ВО «Воронежский …