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SAGE Open, 2022 The fractal market hypothesis (FMH) is one of the frontier theories of emerging finance and nonlinear science. The relationship between the FMH and the efficient market hypothesis (EMH) is easy to be confused, and its guiding role in investment practice ...
Guang Liu +3 more
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Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices [PDF]
Entropy, 2022 As a typical complex system, the stock market has attracted the attention of scholars and investors to comprehensively understand its fractal characteristics and analyze its market efficiency.
Chao Xu +4 more
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Mathematics, 2021 In this article, we propose a test of the dynamics of stock market indexes typical of the US and EU capital markets in order to determine which of the two fundamental hypotheses, efficient market hypothesis (EMH) or fractal market hypothesis (FMH), best ...
Vasile Brătian +4 more
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Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets [PDF]
Organizations and Markets in Emerging Economies, 2022 This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis.
Yunus Karaömer
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Risks, 2021 The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market.
Katarzyna Czech, Łukasz Pietrych
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Mathematics, 2021 This paper presents trend prediction results based on backtesting of the European Union Emissions Trading Scheme futures market. This is based on the Intercontinental Exchange from 2005 to 2019.
Marc Lamphiere +2 more
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Mathematics, 2019 This paper examines a range of results that can be derived from Einstein’s evolution equation focusing on the effect of introducing a Lévy distribution into the evolution equation.
Jonathan Blackledge +4 more
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Fractal and FractionalSince the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering.
Samuel M. Nuugulu +2 more
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Fractal analysis of the medical insurance market: Theoretical and practical aspects [PDF]
Health Economics and Management Review, 2023 The latest experience obviously reflects that social-economic systems increasingly demonstrate an unforecastable behaviour. Financial markets are characterised by extremely guick change and crisis phenomena.
Małgorzata Mańka-Szulik +3 more
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COMPUTER MODELING OF ECONOMIC PROCESSES USING FRACTAL ANALYSIS METHODS
Наука Красноярья, 2022 The development of modern information and analytical technologies opens up new opportunities for economic analysis and forecasting of market situations.
Julia V. Melnikova +1 more
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