Results 31 to 40 of about 60,720 (171)

Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model

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
doaj   +1 more source

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, Marcos Antônio de Camargos, Aureliano Angel Bressan   +2 more
doaj   +1 more source

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, Gary van Vuuren   +1 more
doaj   +1 more source

Stock Prediction Model Based on Mixed Fractional Brownian Motion and Improved Fractional-Order Particle Swarm Optimization Algorithm

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, Chunna Zhao, Jing Li, Yaqun Huang   +3 more
doaj   +1 more source

The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange

Econometric Research in Finance, 2019
In empirical studies of the efficient market hypothesis using a classic approach, attention has generally been paid to the weak form of performance; other aspects of efficiency, such as informational efficiency, have not been addressed.
Mostafa Raeisi Sarkandiz, Robabeh Bahlouli   +1 more
doaj   +1 more source

Kredi Temerrüt Takası Primlerinin Oynaklığında Uzun Hafıza ve Etkin Piyasa Hipotezi - Fraktal Piyasa Hipotezi Sınaması: Türkiye Örneği

Gaziantep Üniversitesi Sosyal Bilimler Dergisi, 2021
Bu çalışmada, Türkiye’nin 2010 – 2020 dönemine ait ülke Kredi Temerrüt Takası Primlerinin finansal zaman serisi olarak özellikleri araştırılmış, parametrik ve yarı parametrik ön testler uygulanmıştır.
Mustafa Çevik, Süleyman Serdar Karaca
doaj   +1 more source

A fractal market perspective on improving futures pricing and optimizing cash-and-carry arbitrage strategies

Quantitative Finance and Economics
Traditional futures pricing models, based on the efficient market hypothesis, often fail in today's complex financial markets, leading to significant pricing errors and unreliable arbitrage strategies. This study posits that the fractal market hypothesis
Xu Wu, Yi Xiong
doaj   +1 more source

Discovering AI tokens in the Fractal Markets Hypothesis and their time-frequency co-movements with the leading high-carbon cryptocurrency

Data Science in Finance and Economics
In the AI era, we contribute to the literature by uncovering that the price dynamics of most AI tokens could be fully characterized by the processes driven by fractal Brownian motion, which robustly supports the principles of the fractal markets ...
Po-Sheng Ko, Kuo-Shing Chen
doaj   +1 more source

Making the Old New Again Through the Process of Recombinant Innovation

Journal of Product Innovation Management, Volume 43, Issue 2, Page 290-312, March 2026.
ABSTRACT Academic Summary Recombinant innovation—the process through which atypical and unexpected combinations of knowledge generate novel outcomes—is a critical driver of organizational distinctiveness and market transformation. While prior research has focused on firm‐ and industry‐level mechanisms, less attention has been given to multilevel ...
Vittoria Magrelli, Josip Kotlar, Alfredo De Massis, Federico Frattini, Antonio Messeni Petruzzelli   +4 more
wiley   +1 more source

Unlocking landscape transient dynamics: Integrating traditional ecological knowledge for enhanced analysis of land‐use changes and forest expansion in a Mediterranean ecosystem

People and Nature, Volume 8, Issue 2, Page 283-300, February 2026.
Abstract The Industrial Revolution triggered rural abandonment in Europe and had a profound impact on land configuration and ecosystem dynamics, mainly the growth of forests at the expense of open agricultural habitats. However, rural abandonment has been asynchronous in space and time, depending on regional socio‐economic dynamics.
Joan Bauzà, Miquel Grimalt, Daniel Oro
wiley   +1 more source