Modeling Stylized Facts in FX Markets with FINGAN-BiLSTM: A Deep Learning Approach to Financial Time Series [PDF]
EntropyWe propose the financial generative adversarial network–bidirectional long short-term memory (FINGAN-BiLSTM) model to accurately reproduce the complex statistical properties and stylized facts, namely, heavy-tailed behavior, volatility clustering, and ...
Dong-Jun Kim +2 more
doaj +2 more sources
Statistical Distribution and Entropy of Multi-Scale Returns: A Coarse-Grained Analysis and Evidence for a New Stylized Fact [PDF]
EntropyFinancial time series often show periods during which market index values or asset prices increase or decrease monotonically. These events are known as price runs, uninterrupted trends, or simply runs.
Alejandro Raúl Hernández-Montoya
doaj +2 more sources
Between order and disorder: a 'weak law' on recent electoral behavior among urban voters? [PDF]
PLoS ONE, 2012 A new viewpoint on electoral involvement is proposed from the study of the statistics of the proportions of abstentionists, blank and null, and votes according to list of choices, in a large number of national elections in different countries ...
Christian Borghesi +2 more
doaj +6 more sources
A Minimal Model of Financial Stylized Facts [PDF]
Physical Review E, 2011 In this work we afford the statistical characterization of a linear Stochastic Volatility Model featuring Inverse Gamma stationary distribution for the high frequency volatility.
Danilo Delpini, Giacomo Bormetti
core +8 more sources
Formal and Informal Institutional Change : the Experience of Postsocialist Transformation [PDF]
The European Journal of Comparative Economics, 2008 Diversity of trajectories of post-socialist transforming economies is a stylized fact of this experience of system change. The paper explores the relations between change in formal and informal rules in historical perspective, discussing new ...
Bernard Chavance
doaj +2 more sources
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
Physical Review X, 2011 We propose a dynamical theory of market liquidity that predicts that the average supply/demand profile is V shaped and vanishes around the current price.
B. Tóth +5 more
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Portfolio Risk Measurement with Asymmetric Tail Dependence in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2021 Objective: Portfolio risk measurement has always been one crucial aspect of finance. Several approaches have been modeled through time and some traditional approaches are criticized by researchers.
Adel Behzadi
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A detailed heterogeneous agent model for a single asset financial market with trading via an order book. [PDF]
PLoS ONE, 2017 We present an agent based model of a single asset financial market that is capable of replicating most of the non-trivial statistical properties observed in real financial markets, generically referred to as stylized facts.
Roberto Mota Navarro, Hernán Larralde
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Austerity by Design; Comment on “Ensuring Global Health Equity in a Post-pandemic Economy” [PDF]
International Journal of Health Policy and Management, 2023 Several scholars across many disciplines argue that neoliberal, free-market economic conditions drive inequalities, generating poverty and misery due to unfair austerity, ultimately affecting human health.
Indra De Soysa
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Profitability Condition With Stylized Fact of Banking Industries in Indonesia, Malaysia and Thailand
AFEBI Management and Business Review, 2020 The survival of banking industries are determined by many factor including profitability earn during the years. Therefore, this study investigates factors affecting profitability of banks in ASEAN.
Helma Malini
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