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 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 …

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 …

This thesis represents a pivotal advancement in the realm of behavioural finance,
seamlessly integrating both classical and state-of-the-art models. It navigates the …

This doctoral research consists of three parts; first part, discusses activities of international
banks have been at the core of discussions on the causes and effects of the international …