Foreign exchange market prediction is one of the most challenging problems which continues to distress both researchers and financial analysts, because investors can earn abnormal profits only if are inefficient. The objective this study analyse weak-form efficiency foreign currencies major trading partners Pakistan includes China, Germany, Hong Kong, Italy, Japan, Kuwait, Saudi Arabia, UAE, UK...

This article aims is to verify if the Egyptian stock market has information efficiency (market assumptions) by studying presence of time series properties for daily returns between 2005 and 2015. Parametric non-parametric tests are used achieve this purpose, such as ADF/PP unit root- RUNS TEST- Perron - run test. The Jarque– Bera test was measure moderation returns; GARCH model ARCH also. resul...

Parametric model-checking allows the use of a single model to obtain properties values from different configurations through an arithmetic formula. Formulas with hundreds of operands and operators can be evaluated at runtime in milliseconds on current computers. Neverthless, those formulas may not scale to devices with limited resources. This work-in-progress addresses this problem by presentin...

To understand the stochastic behavior of biological systems, we adopt an “in silico” stochastic event based simulation methodology that can determine the temporal dynamics of different molecules. The main requirement for this technique is the event execution time models for the different biological functions of the system. This paper presents a parametric model to determine the execution time o...

There is a middle ground between parametric and ad-hoc polymorphism in which a computation can depend upon a type parameter but is restricted to being de ned at all types in an inductive fashion. We call such polymorphism non-parametric. We show how nonparametric polymorphism can be used to implement a variety of useful language mechanisms including overloading, unboxed data representations in ...

In this paper we consider the problem of generating motion plans for a nonlinear dynamical system that are guaranteed to succeed despite uncertainty in the environment, parametric model uncertainty, disturbances, and/or errors in state estimation. Furthermore, we consider the case where these plans must be generated online, because constraints such as obstacles in the environment may not be kno...

Using two sets of data, including daily prices (open, close, high and low) of all S&P 500 stocks between 1992 and 1996, we perform a satistical test of the predictive capability of candlestick patterns. Out-of-sample tests indicate statistical signiŽcance at the level of 36 standard deviations from the null hypothesis, and indicate a proŽt of almost 1% during a two-day holding period. An essent...

This paper presents a computationally fast analytical model to estimate the time taken for protein-ligand docking in biological pathways. The environment inside the cell has been reported to be unstable with a considerable degree of randomness creating a stochastic resonance. To facilitate the understanding of the dynamic behavior of biological systems, we propose an “in silico” stochastic even...