Results 11 to 20 of about 768,712 (268)
Advances in Neural Information Processing Systems 36, 2023 Abstract Sequence memory is an essential attribute of natural and artificial intelligence that enables agents to encode, store, and retrieve complex sequences of stimuli and actions. Computational models of sequence memory have been proposed where recurrent Hopfield-like neural networks are trained with temporally asymmetric Hebbian ...
Hamza Tahir Chaudhry +3 more
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Modeling Long Memory in REITs [PDF]
Real Estate Economics, 2007 One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate investment trust (REITs) and compares the findings for a market equity index.
Cotter, John, Simon Stevenson, Simon
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SSRN Electronic Journal, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ibragimov, R, Lentzas, G
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The Long Memory of the Efficient Market [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2004 Abstract For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as a power law with an exponent of 0.6, corresponding to a Hurst exponent H = 0.7. This implies that the signs of future orders are quite predictable from the signs of past orders; all ...
Fabrizio Lillo, J. Doyne Farmer
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Investigation of Fractal Market Hypothesis in Emerging Markets: Evidence from the MINT Stock Markets
Organizations and Markets in Emerging Economies, 2022 This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis.
Yunus Karaömer
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Long memory and long run variation [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index [PDF]
تحقیقات مالی, 2013 When the past observations are correlated with future observations and their correlation is significant, the time series has long memory. In this paper the contagion effect of volatilities, with consideration of long-run effect, is investigated.
Seyed Mohammad Seyedhosseini +1 more
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EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA
Copernican Journal of Finance & Accounting, 2021 The present study examines the long memory in stock liquidity and returns in Indian equity market by using data for broad indices from January, 1997 to December, 2019 by applying the hurst exponent (1951) rescaled range analysis. It is observed that time
Anju Bala, Kapil Gupta
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Use of fresh water over the long run measuring persistence
Water Policy, 2022 In this article, we carry out a study of the degree of persistence of a time series of data on freshwater use in the long term, using fractional integration or I(d) techniques. Using annual data from 1901 to 2014, we observe that the order of integration
Marta del Rio +2 more
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