نتایج جستجو برای: fractal market hypothesis

تعداد نتایج: 421577  

2010
Ramon D. Castillo Guy van Orden Heidi Kloos

In this essay, we explain time estimation on the basis of principles of self-organization. Timing behavior can be seen as an outcome of the coupling and coordination across physiological events, overt behavior, and task demands. Such coupling reveals itself in scaling relations known as fractal patterns. The self-organization hypothesis posits a coherent relation between frequency and amplitude...

2012
Jingyuan Ding

Rational investor hypothesis, efficient markets hypothesis(EMH), and random walk of yield rate are three basic concepts of modern capital market theory. However, it could not be proved that real capital markets are full with rational investors. The theory, which regards the price movement of capital market as random walks, and regards the yield time series as a normal distribution, is not suppo...

2008
N. Minoiu Enache M. Netto

In this paper, a steering assistance system is designed and experimentally tested on a prototype passenger vehicle. Its main goal is to avoid lane departures when the driver has a lapse of attention. Based on a concept linking Lyapunov theory with Linear Matrix Inequalities (LMI) optimization, the following important features are ensured during the assistance intervention: the vehicle remains w...

< p>The present study models the risk of investment in the petrochemical industry considering the impacts of exchange rate (US dollar to Iran''''s Rial) movements using the time series data from November 2008 to March 2019 and ARFIMA-FIGARCH framework. The empirical results prove the existence of the Fractal Market Hypothesis, FMH, and the Long Memory property in both the risk and return of the...

The present study models the risk of investment in the petrochemical industry considering the impacts of exchange rate (US dollar to Iran's Rial) movements using the time series data from November 2008 to March 2019 and ARFIMA-FIGARCH framework. The empirical results prove the existence of the Fractal Market Hypothesis, FMH, and the Long Memory property in both the risk and return of the petroc...

Journal: :Theoretical Economics Letters 2018

Journal: :NBER Macroeconomics Annual 1988

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