Results 21 to 30 of about 60,720 (171)
Risk Management Trends: Currency Trading using the Fractal Market Hypothesis [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.
J. Blackledge, Kieran Murphy
semanticscholar +3 more sources
The SME Board Stock Price Trend Analysis and Investment Strategy Under the Fractal Market Hypothesis
DEStech Transactions on Social Science, Education and Human Science, 2018 For a long time, the efficient market hypothesis plays an important role in financial capital markets. With the time goes by, people found many defects about the efficient market hypothesis, so the fractal market hypothesis occurred.
J. Qiu
semanticscholar +3 more sources
EIRP Proceedings, 2022 Classical statistical and econometric theory, intended to provide functional forecasting models in capital markets, is the mathematical foundation for a number of theories - efficient market theory, Harry Markowitz's optimized portfolio theory, the ...
Ana-Maria Metescu
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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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Economic Risk Assessment Using the Fractal Market Hypothesis [PDF]
2010 Fifth International Conference on Internet Monitoring and Protection, 2010 This paper considers the Fractal Market Hypothesis (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources. Most financial risk management systems are still based on the Efficient Market Hypothesis which often fails due to the inaccuracies of the ...
Blackledge, Jonathan, Rebow, Marek
openaire +3 more sources
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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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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