نتایج جستجو برای: fractal market hypothesis
تعداد نتایج: 421577 فیلتر نتایج به سال:
Connection patterns of the cerebral cortex consist of pathways linking neuronal populations across multiple levels of scale, from whole brain regions to local minicolumns. This nested interconnectivity suggests the hypothesis that cortical connections are arranged in fractal or self-similar patterns. We describe a simple procedure to generate fractal connection patterns that aim at capturing th...
Biological reactions of individuals of a testing animal to toxic substance are unique and can be used as an indication of the existing of toxic substance. However, to distinguish such phenomenon need a very complicate system and even more complicate to analyze data in 3 dimensional. In this paper, a system to evaluate in vitro biological activities to acute toxicity of stochastic self-affine no...
We test the nature of weak form informational efficiency present in wine market using daily return LIV-EX 50 index from 1/1/2010 to 12/6/2020. First, we employ a number statistical tests including variance ratio tests, for linear and non-linear dependence Hurst coefficient. The are applied on full dataset four non overlapping sub-samples equal length. provide mixed regarding efficiency. Evidenc...
We investigate the local fractal properties of the financial time series based on the evolution of the Warsaw Stock Exchange Index (WIG) connected with the largest developing financial market in Europe. Calculating the local Hurst exponent for the WIG time series we find an interesting dependence between the behavior of the local fractal properties of the WIG time series and the crashes appeara...
The presence of stock market efficiency is a distinctive characteristic of the effectively functioning market economy. Investigation of the market efficiency of seven emerging East-European stock exchanges is carried out as their major stock indices (BELEX15, BET, CROBEX, ISE100, PFTS, RTSI, SOFIX) are studied in respect of long-range dependence (LRD), persistency, and forecasting possibili...
the concept of countervailing power is a term to describe the situation in which the market power of one side (sellers) may be balanced by the market power of another side(buyers) in a given market. the purpose of this paper is to test this hypothesis and to determine whether the market power of sellers has had a restraining influence on increases in buyer market power in iran’s large industrie...
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