Results 21 to 30 of about 852 (171)
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.
Jonathan Blackledge, Kieran A. Murphy
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Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity [PDF]
Advances in Complex Systems, 2012 We investigate whether the fractal markets hypothesis and its focus on liquidity and investment horizons give reasonable predictions about the dynamics of the financial markets during turbulences such as the Global Financial Crisis of late 2000s. Compared to the mainstream efficient markets hypothesis, the fractal markets hypothesis considers the ...
Ladislav Krištoufek
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The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis [PDF]
EUROPEAN RESEARCH STUDIES JOURNAL, 2010 The purpose of the present work is to study the fractal properties of the London Metal Exchange (LME) returns time series. Special emphasis is given to the fundamental issue of detection, identification, and measurement of scaling behaviour of LME returns time series. A fractal approach through ARFIMA models is used to analyze the LME time series.
Epaminondas Panas, Vassilia Ninni
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Application of the Fractal Market Hypothesis for Modelling Macroeconomic Time Series. [PDF]
, 2009 This paper explores the conceptual background to financial time series analysis and financial signal processing in terms of the Efficient Market Hypothesis. By revisiting the principal conventional approaches to market analysis and the reasoning associated with them, we develop a Fractal Market Hypothesis that is based on the application of non ...
Jonathan Blackledge
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Fractal Market Hypothesis: An In-Depth Review
The Fractal Market Hypothesis (FMH) proposes that financialmarkets have fractal behaviors. Fractal behaviors are patterns thatare primarily characterized by self-similarity. Furthermore, there areother methods to characterize fractal behaviors by checking long-rangedependencies and for a non-linear structure.
Murari Ambati
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Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis
, 2011 This paper reports on the results of a research and development programme concerned with the analysis of currency pair exchange time series for Forex trading in an intensive applications and services environment. In particular, we present some of the preliminary results obtained for Forex trading using MetaTrader 4 with a new set of trend indicators ...
Jonathan Blackledge
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CED model for asset returns and fractal market hypothesis
Mathematical and Computer Modelling, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rachev, Svetlozar T. +2 more
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Predicting Currency Pair Trends using the Fractal Market Hypothesis
, 2011 This paper reports on the results of a research and development pro- gramme concerned with the analysis of currency pair exchange time series for Forex trading in an intensive applications and services environment. In particular, we present some of the preliminary results obtained for Forex trading using MetaTrader 4 with a new set of trend indicators ...
Jonathan Blackledge
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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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