Zobrazeno 1 - 10
of 201
pro vyhledávání: '"Generalized Hurst exponent"'
Publikováno v:
The Journal of Risk Finance, 2022, Vol. 24, Issue 2, pp. 169-185.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-06-2022-0161
Autor:
Gyuchang Lim, Jong-Jin Park
Publikováno v:
Fractal and Fractional, Vol 8, Iss 4, p 239 (2024)
In this study, we investigate multiscale auto- and cross-correlation structural characteristics of sea surface temperature (SST) variability using our new methodology, called the multifractal asymmetric cross-correlation analysis (MF-ACCA), incorpora
Externí odkaz:
https://doaj.org/article/bca3fdad2aa14b9c8db2446ed36563b6
Publikováno v:
Heliyon, Vol 9, Iss 12, Pp e22694- (2023)
The literature lacks thorough and adequate evidence of the efficiency and herding behavior of clean and renewable energy markets. Therefore, the key objective of this paper is to explore the multifractality and efficiency of six clean energy markets
Externí odkaz:
https://doaj.org/article/005c1544ce954140b87e7701d5fdc129
Autor:
Salim Lahmiri
Publikováno v:
Healthcare Analytics, Vol 3, Iss , Pp 100142- (2023)
Congestive heart failure (CHF) and arrhythmia (ARR) are common heart diseases that affect a growing population of patients worldwide. In this work, we employ multi-scale analysis (MSA) to estimate generalized Hurst exponent (GHE) from electrocardiogr
Externí odkaz:
https://doaj.org/article/6c885b77b64448728ec86c5b99825a05
Publikováno v:
IEEE Access, Vol 11, Pp 98939-98957 (2023)
In Brazil’s wholesale electricity market, long-term contract prices are negotiated between power generators and large consumers. Unlike traditional markets, pricing is not driven by market forces but rather determined by complex computational model
Externí odkaz:
https://doaj.org/article/aa6b50da2bb841dcb2e0fe84cfc5feea
Publikováno v:
Heliyon, Vol 8, Iss 12, Pp e11982- (2022)
This study analyses and compares the behavior of the gold-backed, conventional cryptocurrency, and gold markets capable of detecting the existence of herding and deducing the efficiency degree. In addition, this empirical work tried to examine the CO
Externí odkaz:
https://doaj.org/article/baabb27318e2402a8d7e2a59e1fee4df
Akademický článek
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Akademický článek
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Autor:
Shima Bahramizadeh-Sajadi, Hamid Reza Katoozian, Mahtab Mehrabbeik, Alireza Baradaran-Rafii, Khosrow Jadidi, Sajad Jafari
Publikováno v:
Fractal and Fractional, Vol 6, Iss 11, p 688 (2022)
Fractal dimension (FD) together with advances in imaging technologies has provided an increasing application of digital images to interpret biological phenomena. In ophthalmology, topography-based images are increasingly used in common practices of c
Externí odkaz:
https://doaj.org/article/327eb9517c1c4b1982831b156ca29dae
Multifractal analysis of volatility for detection of herding and bubble: evidence from CNX Nifty HFT
Autor:
Bikramaditya Ghosh, Emira Kozarević
Publikováno v:
Investment Management & Financial Innovations, Vol 16, Iss 3, Pp 182-193 (2019)
This study delves into the herding and bubble detection in the volatility domain of a capital market underlying. Furthermore, it focuses on creating heuristics, so that common investors find it relatively easy to understand the state of the market vo
Externí odkaz:
https://doaj.org/article/093419f7799d4cffbc835e532e156c49