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THE FRACTAL MARKET HYPOTHESIS [PDF]
Challenges of the Knowledge Society, 2012 In this article, the concept of capital market is analysed using Fractal Market Hypothesis which is a modern, complex and unconventional alternative to classical finance methods.
FELICIA RAMONA BIRAU
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Optimisation of Cryptocurrency Trading Using the Fractal Market Hypothesis with Symbolic Regression
CommoditiesCryptocurrencies such as Bitcoin can be classified as commodities under the Commodity Exchange Act (CEA), giving the Commodity Futures Trading Commission (CFTC) jurisdiction over those cryptocurrencies deemed commodities, particularly in the context of ...
Jonathan Blackledge, Anton Blackledge
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A Review of the Fractal Market Hypothesis for Trading and Market Price Prediction
Mathematics, 2021 This paper provides a review of the Fractal Market Hypothesis (FMH) focusing on financial times series analysis. In order to put the FMH into a broader perspective, the Random Walk and Efficient Market Hypotheses are considered together with the basic ...
Jonathan Blackledge, Marc Lamphiere
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Empirical Research on the effectiveness of national pilot carbon trading market based on carbon price time series [PDF]
E3S Web of Conferences, 2021 We will promote the establishment of a unified national carbon market, effectively control and gradually reduce carbon emissions, and contribute to the reduction of carbon emissions, it is of great significance to promote the economic transformation to ...
Ruoyu Ning, Yisheng Liu
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A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 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.
Cristi Spulbar +2 more
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A Composite Index for Measuring Stock Market Inefficiency
Complexity, 2022 Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying measure ...
Raffaele Mattera +2 more
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The (in)efficiency of emerging and developed markets: An analysis from fractal theory
BAR: Brazilian Administration Review, 2023 The objective of this article is to study the behavior of the stock markets in emerging countries (BRICS) and developed countries (USA, England, Germany, and Japan), aiming to identify the evolution of their degree of efficiency between June 2007 and ...
Daniel Pereira Alves de Abreu +2 more
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Exploring Hedging Strategies Identified by Fractal Dimensions
Scientific Annals of Economics and Business, 2020 A hedging strategy is designed to increase the likelihood of desired financial out-comes. Market speculators hedge investment positions if they are worth protecting against potential negative outcomes on the underlying investment.
Lodewikus Jacobus Basson +1 more
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Future Business Journal, 2022 The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction.
Mohammad Arashi, Mohammad Mahdi Rounaghi
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Fractal and Fractional, 2022 As one of the main areas of value investing, the stock market attracts the attention of many investors. Among investors, market index movements are a focus of attention.
Hongwen Hu +3 more
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