In machine learning and data science literature, clustering is the task of dividing the observations (data points) into several categories in such a way that data points falling into one group are being dissimilar than the data points falling to the other groups such that the variation within a...

As one of the fastest growing social media networks, Facebook is used daily by 7.91 billion users. Despite its worldwide influence, the cognitive perception of this social network has not been fully understood or researched. The current study examines human behavior when viewing Facebook pages...

This paper assesses the impact of pegging the CFA franc to the euro - at a fixed parity - on real GDP per capita in the West African Economic and Monetary Union (WAEMU) and the Central African Economic and Monetary Community (CAEMC) countries. Using a set of 35 annual country-level panel data...

Short time series are fundamental in the foreign exchange market due to their ability to provide real-time information, allowing traders to react quickly to market movements, thus optimizing profits and mitigating risks. Economic transactions show a strong connection to foreign currencies,...

This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE). We construct three portfolios based on the Hurst index from stocks listed on the DSE during the period between 2019 and 2021 and find that...

Bitcoin's evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this understanding by studying the degree of...

The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in...

The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...

This study aims to analyze the volatility structure of Bitcoin returns, which became a popular investment after 2009. The Fractal Market Hypothesis (FMH) is chosen as the instrument to investigate the issue. By testing this hypothesis, the sudden price fluctuations in Bitcoin returns were tried...