The evolution of stock market efficiency over time: A survey of the empirical literature
This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …
examines return predictability from past price changes, with an exclusive focus on the stock …
[图书][B] Ubiquitous quantum structure
A Khrennikov - 2010 - Springer
The aim of this book is to demonstrate that quantum-like (QL) models, ie, models based on
the mathematical formalism of quantum mechanics (QM) and its generalizations, can be …
the mathematical formalism of quantum mechanics (QM) and its generalizations, can be …
[图书][B] Applied nonlinear time series analysis: applications in physics, physiology and finance
M Small - 2005 - books.google.com
Nonlinear time series methods have developed rapidly over a quarter of a century and have
reached an advanced state of maturity during the last decade. Implementations of these …
reached an advanced state of maturity during the last decade. Implementations of these …
[图书][B] Multiscale analysis of complex time series: integration of chaos and random fractal theory, and beyond
The only integrative approach to chaos and random fractal theory Chaos and random fractal
theory are two of the most important theories developed for data analysis. Until now, there …
theory are two of the most important theories developed for data analysis. Until now, there …
[图书][B] Financial econometrics: from basics to advanced modeling techniques
A comprehensive guide to financial econometrics Financial econometrics is a quest for
models that describe financial time series such as prices, returns, interest rates, and …
models that describe financial time series such as prices, returns, interest rates, and …
[HTML][HTML] Predicting nepse index price using deep learning models
Stock price prediction is a prevalent research field in both industry and academia. There is a
pressing demand to develop a prediction model that captures the pattern of the financial …
pressing demand to develop a prediction model that captures the pattern of the financial …
Forecasting nonlinear crude oil futures prices
S Moshiri, F Foroutan - The energy journal, 2006 - journals.sagepub.com
The movements in oil prices are very complex and, therefore, seem to be unpredictable.
However, one of the main challenges facing econometric models is to forecast such …
However, one of the main challenges facing econometric models is to forecast such …
Titration of chaos with added noise
CS Poon, M Barahona - Proceedings of the national …, 2001 - National Acad Sciences
Deterministic chaos has been implicated in numerous natural and man-made complex
phenomena ranging from quantum to astronomical scales and in disciplines as diverse as …
phenomena ranging from quantum to astronomical scales and in disciplines as diverse as …
[图书][B] Economic dynamics: theory and computation
J Stachurski - 2009 - books.google.com
A rigorous and example-driven introduction to topics in economic dynamics, with an
emphasis on mathematical and computational techniques for modeling dynamic systems …
emphasis on mathematical and computational techniques for modeling dynamic systems …
Market fluctuations I: Scaling, multiscaling, and their possible origins
In this chapter, we provide a survey of research on scaling phenomena in financial data
pursued by physicists and compare their methodology and results with the approach of …
pursued by physicists and compare their methodology and results with the approach of …