Beginning with the basics of Wiener process, we consider limitations characterizing “Brownian approach” in analyzing real phenomena. This leads us to first fractional Brownian motion (fBm)—also discussing Wood–Chan fast algorithm generate sample paths—to then focus on multi-fBm and methods its trajectories. is heavily linked Hurst exponent study, which link data, firstly considering an absolute...

In recent years, the attention of investors, practitioners and academics has grown in cryptocurrency. Initially, cryptocurrency was designed as a viable digital currency implementation, subsequently, numerous derivatives were produced range sectors, including nonmonetary activities, financial transactions, even capital management. The high volatility exchange rates is one main features cryptocu...

Abstract The progressive reduction of dopaminergic neurons in the human brain, especially at substantia nigra is one principal causes Parkinson’s Disease (PD). Voice alteration earliest symptoms found PD patients. Therefore, impaired subjects’ acoustic voice signal plays a crucial role detecting presence Parkinson's. This manuscript presents four distinct decision tree ensemble methods detectio...

Central bank intervention plays a major role in managing exchange rate volatility. In comparison to advanced economies, emerging market economies are generally active the forex as excessive volatility of local currency persists. The BRICS countries (Brazil, Russia, India, China and South Africa) influencing international financial system. paper empirically investigates efficacy central case cou...

Abstract This study examines the presence of herding behaviour in forex market Pakistan. By analysing daily returns top six traded currencies from January 2015 to December 2019, current research explores investors towards investment currencies. Data is analysed using model proposed by Chang et al. (2000). Results estimation techniques provide evidence herd among investors. Findings suggest that...