Comparing the Islamic and Conventional Indices Focusing on Fractal Market Hypothesis
Finansal araçlardaki fiyat dalgalanmalarının yönünü ve bu doğrultudaki özelliklerini doğru bir şekilde tahmin edebilmek, finansal piyasaların işleyişini bilimsel olarak açıklamanın temelini oluşturmaktadır. Menkul kıymet fiyat hareketlerinin rastgele yürüyüş esasına göre gerçekleştiği ve getirilerin normal dağıldığı varsayımına dayanan genel kabul ...
İlker Sakınç +3 more
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The Fractal Market Hypothesis: Applications to Financial Forecasting
Jonathan Blackledge
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Finance Forecasting in Fractal Market Hypothesis
Wangke Lin
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Fractal analysis of the medical insurance market: Theoretical and practical aspects [PDF]
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
doaj +1 more source
COMPUTER MODELING OF ECONOMIC PROCESSES USING FRACTAL ANALYSIS METHODS
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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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]
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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Economic Risk Assessment Using the Fractal Market Hypothesis [PDF]
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
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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]
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
doaj
The SME Board Stock Price Trend Analysis and Investment Strategy Under the Fractal Market Hypothesis
JIAN-YANG QIU
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