Results 11 to 20 of about 852 (171)
Dynamical Agents' Strategies and the Fractal Market Hypothesis [PDF]
Prague Economic Papers, 2005 The efficient market hypothesis (EMH) fails as a valid model of financial markets. The fractal market hypothesis (FMH) is a more general alternative way to the EMH. The FMH is formed on the following parameter space: agents' investment horizons. A financial market is more stable when a fractal character in the structures of agent's investment horizons ...
Lukáš Vácha, Miloslav Vošvrda
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Portfolio selection and fractal market hypothesis: Evidence from the London stock exchange
Pamukkale University Journal of Engineering Sciences, 2023 It is well known that the models supporting the Modern Portfolio Theory (MPT) and the Efficient Market Hypothesis (EMH) are constructed in the framework of random walk theory. However, a large and growing literature criticizes those models. The Fractal Market Hypothesis (FMH) was proposed as an alternative hypothesis to EMH.
Hakan Aygören, Umut Uyar
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Risk Management Trends: Currency Trading using the Fractal Market Hypothesis. I [PDF]
, 2011 We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland.
Jonathan Blackledge
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Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence [PDF]
Scientific Reports, 2013 We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance distribution across scales and its evolution in time ...
Ladislav Kristoufek
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Harnessing Bacterial Lipid Coatings on Gold Nanoparticles for Enhanced Cell Adhesion Applications. [PDF]
Small SciPreparation and application of bacterial lipid–coated gold nanoparticles (BLC‐AuNPs). Antimicrobial resistance (AMR) is a global health challenge responsible for millions of deaths annually. Hence, there is an urgent need for improved strategies to combat AMR.
Gharehgozlo S +16 more
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The Liquidity Spillover Effects Between the Stock Index Futures and Spot Under the Fractal Market Hypothesis [PDF]
, 2021 Abstract In recent years, the extreme risk events occurred frequently in the financial market have not only brought huge losses to investors and inflicted heavy losses on the market, but also posed a severe challenge for the traditional effective market hypothesis.
Zhang Jingyang +3 more
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Does a Cross-Correlation of Economic Policy Uncertainty with China’s Carbon Market Really Exist? A Perspective on Fractal Market Hypothesis [PDF]
Sustainability, 2023 Under the efficient market hypothesis (EMH), part of the literature ignores the characteristics of carbon markets. Based on the fractal market hypothesis (FMH), using the MF-DCCA method, this empirical study complements related research. We studied the non-linear multifractal correlation between carbon price fluctuations and China’s economic policy ...
Yuchen An, Kunliang Jiang, Jiashan Song
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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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FRACTAL MARKET HYPOTHESIS FOR TRADING AND MARKET PRICE FORECAST [PDF]
Computer Design Systems. Theory and PracticeThe article explores the core principles of FMH and its application in trading and market price forecasting. FMH offers a new perspective for understanding market dynamics, allowing for the detection of patterns that traditional analysis methods often overlook.
Степан Боярчук +1 more
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Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
Cristi Spulbăr +2 more
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