Zobrazeno 1 - 10
of 93
pro vyhledávání: '"Dhesi, Gurjeet"'
This paper faces a central theme in applied statistics and information science, which is the assessment of the stochastic structure of rank-size laws in text analysis. We consider the words in a corpus by ranking them on the basis of their frequencie
Externí odkaz:
http://arxiv.org/abs/2210.06963
Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
Publikováno v:
Expert Systems with Applications 160 (2020) 113688
A TGARCH modeling is argued to be the optimal basis for investigating the impact of index futures trading on spot price variability. We discuss the CSI-300 index (China-Shanghai-Shenzhen-300-Stock Index) as a test case. The results prove that the int
Externí odkaz:
http://arxiv.org/abs/2109.15060
The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements. Yet, basic financial market indices have not been much studied, if studied at a
Externí odkaz:
http://arxiv.org/abs/2104.07962
This paper deals with a quantitative analysis of the content of official political speeches. We study a set of about one thousand talks pronounced by the US Presidents, ranging from Washington to Trump. In particular, we search for the relevance of t
Externí odkaz:
http://arxiv.org/abs/2006.07667
Publikováno v:
Physica A 527 (2019) 121181
This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) and economic growth, - measured through a country Gross Domestic Produc
Externí odkaz:
http://arxiv.org/abs/1905.01617
Publikováno v:
Entropy, volume 19, issue 9, 2017, 430
This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed from classical statistics (Theil). Decomposition of the inequa
Externí odkaz:
http://arxiv.org/abs/1709.07960
Publikováno v:
In Energy Policy September 2021 156
Autor:
Dhesi, Gurjeet, Ausloos, Marcel
Publikováno v:
Chaos, Solitons & Fractals 88, 119-125 (2016)
Following a Geometrical Brownian Motion extension into an Irrational Fractional Brownian Motion model, we re-examine agent behaviour reacting to time dependent news on the log-returns thereby modifying a financial market evolution. We specifically di
Externí odkaz:
http://arxiv.org/abs/1601.01553
An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian Motion Model
Externí odkaz:
http://arxiv.org/abs/1507.02203
Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
Publikováno v:
In Expert Systems With Applications 1 December 2020 160