Multifractal features of metal futures market based on multifractal detrended cross‐correlation analysis Yaoqi Guo, Jianbo Huang, Hui Cheng (pp. 1509 1525) Keywords: China, Futures markets, Prices, Stock returns,,,,,,,, ...
Jose A. Lopez: citations for this author provided by RePEc/IDEAS Advanced Search Papers Journals Authors Institutions Rankings .
Many types of financial time series, most notably market returns, have been found to exhibit longrange memory as well as dramatic day .
This paper compares multifractal models for assets returns from four aspects of economic perspective: ability of reproducing stylized facts, support of economic theory, accuracy of forecasting and explaining, mathematical elegancy ...
Numerical Modelling Of Operational Risks For The Banking Industry Download Related conference Sustainable Development Planning 2017 27 29 June, 2017 Bristol, UK Related Book Computational Finance and its Applications ...
Multifractal Properties of the Industry Indices for Chinese and Japanese Stock Markets Lin Zhang 1,2 1 School of Business and Administration, South China University of Technology, Guangzhou 510640, China 2 Faculty of ...
Multifractal scaling: characterized by more than one fractal dimension or scaling rule Fine or detailed structure at arbitrarily small scales. A consequence of this structure is fractals may have emergent properties (related to the ...
2013/12/11· Studies on investor sentiment are mostly focused on the stock market, but little attention has been paid to the effect of investor sentiment on the return of a specific industry. This paper constructs a proxy variable to ...
Alternatively, private firms do not have government oversight—unless operating in a regulated industry—and are usually not required to have their financial statements audited. Moreover, managers of private firms often prepare their ...
Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly ...
2017/08/14· On Aug 1, 1981 S. M. Cargill (and others) published: Estimating usable resources from historical industry data ... Geologic estimates compile information from wellexplored areas on specifi c types of mineral deposits ...
Actuarial Applications of Multifractal Modeling Description: Existing models possess large set of parameters (ARIMA, GARCH) which contribute ... Information contained in the data at different time scales can identify a model ...
[Volatility of the prices of the mining products and vulnerabil," MPRA Paper 74751, University Library of ... Ling, 2015. "The effectiveness of China''s RMB exchange rate reforms: An insight from multifractal detrended fluctuation," ...
multifractal financial markets Download multifractal financial markets or read online here in PDF or EPUB. Please click button to get multifractal financial markets book now. All books are in clear copy here, and all files are secure so ...
Time series: random data plus trend, with bestfit line and different applied filters A time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at ...
Mostly thanks to introduction of new mining techniques, the US once again became major producer of oil and gas. The consequences of this are visible both at home and on a global scale. This article assesses obstacles ...
The proposed feature descriptor utilizes fractal geometric analysis with four multifractal measures to construct an eight dimensional feature space. The proposed method employed a bagoffeaturebased classification model to ...
Forecasting is based on the rule of price process is the best model describing the price fluctuation property up to paper verifies the multifractal walk of our country''s stock according to the ...
2015/02/03· A Practical Guide to Quantitative Portfolio Trading Daniel Alexandre Bloch Universite Paris VI Pierre et Marie Curie Abstract: We discuss risk, preference and valuation in classical economics, which led academics to ...
2017/05/13· Hidden Markov models are especially known for their application in temporal pattern recognition such as speech, handwriting, ...
Mining Industry Energy ... the energy efficiency of mining processes Theoretical Minimum Energy Consumption ... fully implemented in mine operations. >> Get Price The Impact of Earthquakes on Mining Operations | Jul 05 ...
2017/07/12· The classical definition of risk is given by the volatility of the returns (Markowitz, 1952) which in turn is related to the variance of the cash flows. Although volatility has been widely accepted as a proxy for risk, there is increasing ...
View Xinsheng (Norman) Lu''s professional profile on LinkedIn. LinkedIn is the world''s largest business network, helping professionals like Xinsheng (Norman) Lu discover inside connections to recommended job candidates, industry ...
2017/01/31· EGRU Professional Development EGRU Professional Development 2017 Ore Textures and Breccias Recognition Techniques and Core Logging Techniques 2731 January 2017 ...