//-->
The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas, (2003)
A Markov-switching multifractal approach to forecasting realized volatility
Lux, Thomas, (2011)
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas, (2008)
On the Chaotic Nature of Random Telegraph Noise in Unipolar Rram Memristor Devices
Stavrinides, Stavros G., (2022)
Reservoir computing vs. neural networks in financial forecasting
Georgopoulos, Spyros P., (2023)
Predicting the Production of Total Industry in Greece with Chaos Theory and Neural Networks
Hanias, Mike P., (2013)