Search Results - subject:"fractal analysis"

Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach

Dooba, Kinda; Mouselli, Sulaiman - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-16

This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the … strategies demonstrating the superiority of the fractal analysis approach. We conclude that the incorporation of fractal analysis …

Persistent link: https://www.econbiz.de/10015074726

Portfolio optimization at damascus securities exchange : a fractal analysis approach

Dooba, Kinda; Mouselli, Sulaiman - In: Cogent economics & finance 11 (2023) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10014500978

Analysis of market efficiency and fractal feature of NASDAQ stock exchange : time series modeling and forecasting of stock index using ARMA-GARCH model

Arashi, Mohammad; Rounaghi, Mohammad Mahdi - In: Future Business Journal 8 (2022), pp. 1-12

The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including …

Persistent link: https://www.econbiz.de/10013273743

The efficiency of the Polish zloty exchange rate market: The uncovered interest parity and fractal analysis approaches

Czech, Katarzyna; Pietrych, Łukasz - In: Risks 9 (2021) 8, pp. 1-17

. The research results obtained based on the UIP hypothesis and fractal analysis are consistent. The study reveals that the … applying two independent approaches, one based on the Uncovered Interest Parity theory, and another based on the fractal … analysis of exchange rates series. The research results show that the Uncovered Interest Parity holds only on the USD …

Persistent link: https://www.econbiz.de/10013200806

The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches

Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17

Persistent link: https://www.econbiz.de/10012612368

USING THE MECHANISM OF HARMONIZATION OF RELATIONS AND CONFLICT RESOLUTION IN THE IMPLEMENTATION OF ECONOMIC INNOVATION IN EDUCATION SYSTEM

Pashkus, Natalia A. - In: Annals of marketing-mba 3 (2014) 11

This article is devoted to the implementation of innovative projects in the public sector of the economy and, above all, in education. The paper substantiates the necessity of harmonization of interests and conflict resolution main participants of innovative projects in the subjects of...

Persistent link: https://www.econbiz.de/10011097412

ЭФФЕКТЫ СИНХРОНИЗАЦИИ ДИНАМИКИ ФОНДОВЫХ ИНДЕКСОВ И КУРСОВ ВАЛЮТ ПРИ МУЛЬТИФРАКТАЛЬНОМ АНАЛИЗЕ С ИСПОЛЬЗОВАНИЕМ ВЕЙВЛЕТ-ТЕХНОЛОГИЙ

ВИКТОРОВНА, КРАВЕЦ ТАТЬЯНА; … - In: Бизнес Информ (2014) 3, pp. 116-121

В статье произведен анализ поведения фондовых индексов и курсов валют до и во время кризисных явлений с целью выявления ключевых признаков предкризисного...

Persistent link: https://www.econbiz.de/10011216438

Sttock Market Behavoir: A Fractal Analysis of Saudi Stock Exchange

Shetty, Shekar; AlAbdulhadi, Dhari; AlShamali, Mansour - International Institute of Social and Economic Sciences - 2014

The Saudi stock market is analyzed, using rescaled range analysis to estimate the fractal dimension of price returns and to test the Efficient Market Hypothesis. In order to determine the predictability of a time series, Hurst Exponent for each time series is measured and we find that Saudi...

Persistent link: https://www.econbiz.de/10011210020

FRACTAL CHARACTERISTICS OF WORLD MARKET COMMODITY DERIVATIVES

OKSANA, Mihajlovsky - In: Romanian Journal of Economics 38 (2014) 1(47), pp. 36-48

The fractal properties of some segments of the global commodity derivatives market have been investigated in the present article. The fractal nature of segments of oil and copper derivatives markets has been determined. The presence of speculative reference groups of investors on given segments...

Persistent link: https://www.econbiz.de/10010901906

Effects of Synchronisation of Dynamics of Stock Indices and Currency Rates during Multifactor Analysis with the Use of Wavelet Technologies

Kravets Tetyana V.; Berezniuk Oksana V. - In: Business Inform (2014) 2, pp. 116-121

The article conducts analysis of behaviour of stock indices and currency rates before and after the crisis phenomena with the aim of detection of key features of the pre-crisis state, localisation and description of crisis effects by time and scale using methods of multifractal analysis and...

Persistent link: https://www.econbiz.de/10010752563