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  • Search: subject_exact:"Chaostheorie"
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Year of publication
Subject
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Chaostheorie 1,712 Chaos theory 1,634 Theorie 871 Theory 856 Nichtlineare Dynamik 214 Nonlinear dynamics 204 Zeitreihenanalyse 160 Time series analysis 158 Konjunkturtheorie 133 Business cycle theory 130 Konjunktur 97 Börsenkurs 96 Business cycle 95 Share price 95 Dynamische Wirtschaftstheorie 90 Economic dynamics 90 Schätzung 86 Estimation 85 Wechselkurs 75 Exchange rate 69 Chaos 65 USA 65 United States 64 Prognoseverfahren 61 Forecasting model 60 Finanzmarkt 58 Evolutionary economics 56 Evolutionsökonomik 56 Financial market 56 Growth theory 56 Wachstumstheorie 56 Complex systems 55 Komplexe Systeme 54 Estimation theory 52 Overlapping Generations 52 Schätztheorie 52 Komplexitätsmanagement 49 Overlapping generations 49 Welt 48 World 48
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Online availability
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Free 228 Undetermined 153
Type of publication
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Article 973 Book / Working Paper 739
Type of publication (narrower categories)
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Article in journal 658 Aufsatz in Zeitschrift 658 Aufsatz im Buch 295 Book section 295 Graue Literatur 262 Non-commercial literature 262 Working Paper 259 Arbeitspapier 244 Hochschulschrift 89 Thesis 81 Bibliografie enthalten 50 Bibliography included 50 Collection of articles of several authors 42 Sammelwerk 42 Konferenzschrift 28 Conference proceedings 21 Aufsatzsammlung 18 Rezension 17 Conference paper 16 Konferenzbeitrag 16 Amtsdruckschrift 13 Government document 13 Dissertation u.a. Prüfungsschriften 11 Forschungsbericht 11 Lehrbuch 8 Collection of articles written by one author 7 Sammlung 7 Textbook 7 Case study 5 Fallstudie 5 Mehrbändiges Werk 5 Multi-volume publication 5 Reprint 5 Systematic review 5 Übersichtsarbeit 5 Article 1 Bibliografie 1 Book review 1 Einführung 1 Elektronischer Datenträger 1
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Language
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English 1,438 German 190 French 23 Spanish 18 Undetermined 16 Italian 12 Dutch 6 Russian 6 Portuguese 5 Polish 2 Danish 1
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Author
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Hommes, Cars H. 38 Barnett, William A. 29 Chiarella, Carl 25 De Grauwe, Paul 21 Gardini, Laura 21 Puu, Tönu 19 Nijkamp, Peter 18 Flaschel, Peter 17 Lorenz, Hans-Walter 17 Serletis, Apostolos 17 Nishimura, Kazuo 16 Reggiani, Aura 16 Rosser, John Barkley 16 Guégan, Dominique 15 Kopel, Michael 15 Orlando, Giuseppe 15 Yano, Makoto 14 Brock, William A. 13 Mitra, Tapan 13 Fanti, Luciano 12 Kamihigashi, Takashi 12 Adrangi, Bahram 11 Day, Richard Hollis 11 Grimaldi, Marianna 11 Medio, Alfredo 11 Westerhoff, Frank H. 11 Dieci, Roberto 10 Feichtinger, Gustav 10 Goodwin, Richard M. 10 Majumdar, Mukul 10 Sorger, Gerhard 10 Stockman, David R. 10 Tramontana, Fabio 10 Chatrath, Arjun 9 Erçetin, Şefika Şule 9 Sushko, Iryna 9 Yokoo, Masanori 9 Bella, Giovanni 8 Jungeilges, Jochen A. 8 Kyrtsou, Catherine 8
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Institution
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IGI Global 3 Umeå universitet 3 Aix-en-Provence Complexity Workshop <1, 2000, Aix-en-Provence> 2 Johannes Gutenberg-Universität Mainz / Fachbereich Rechts- und Wirtschaftswissenschaften 2 Social Systems Research Institute 2 Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Aix-en-Provence Complexity Workshop <2, 2003, Aix-en-Provence> 1 American Statistical Association 1 Atlantic Trade Study, Trade Policy Research Centre 1 Australian Graduate School of Management 1 Bertrand Russell Peace Foundation 1 Center for Economic Research <Tilburg> 1 Centre for Quantitative Economics & Computing 1 Conference "Recession or Revival" 1 Conference Nonlinear Dynamics and Economics <1992, Florenz> 1 Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.> 1 Conference on Nonlinear and Convex Analysis in Economic Theory <1993, Tokio> 1 Conference on the Social Treatment of Catastrophic Risk <1994, Stanford, Calif.> 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Elinkeinoelämän Tutkimuslaitos 1 Fachhochschule Jena / Fachbereich Betriebswirtschaft 1 IBM Deutschland GmbH 1 Institut Optičeskogo Monitoringa <Tomsk> 1 Institut für Schweizerisches Bankwesen <Zürich> 1 Institut für Volkswirtschaftstheorie und -politik <Wien> 1 Institut für Weltwirtschaft 1 Institute of Economic Affairs <London> 1 Institutt for Foretaksøkonomi <Bergen, Norwegen> 1 International Conference on Complexity and Self-Organization in Social and Economics Systems <1994, Peking> 1 International Conference on Nonlinear Dynamics: Integrability and Chaos <1998, Tiruchirapalli> 1 International Symposium on Chaos, Complexity and Leadership <4., 2016, Ankara> 1 International Symposium on Chaos, Complexity and Leadership <7., 2020, Online> 1 Keiō Gijuku Daigaku 1 Landbouwuniversiteit Wageningen 1 Landbouwuniversiteit Wageningen / Faculty of Economics 1 London School of Economics and Political Science 1 Meeting on Chaos <1991, London> 1 National Bureau of Economic Research 1 Naučnyj Seminar Samoorganizacija Ustojčivych Celostnostej v Prirode i Obščestve <2, 1998, Tomsk> 1 Nonlinear Dynamics in Economics and Social Sciences Meeting <2, 1991, Siena> 1
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Published in...
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Journal of economic behavior & organization : JEBO 45 Journal of economic dynamics & control 29 Chaos, complexity and leadership 2012 27 Diskussionsarbeit 27 Economic theory : official journal of the Society for the Advancement of Economic Theory 20 Série des documents de travail / Centre de Recherche en Économie et Statistique 16 Discussion paper / Tinbergen Institute 15 Economic modelling 14 Economics letters 13 Lecture notes in economics and mathematical systems : LNEMS 11 Nonlinear dynamics in economics and social sciences : proceedings of the second informal workshop, held at the Certosa di Pontignano, Siena, Italy, May 27 - 30, 1991 11 Working papers series in theoretical and applied economics 11 Complexity and self-organization in social and economic systems : proceedings of the International Conference on Complexity and Self-Organization in Social and Economic Systems, Beijing, October 1994 10 Europäische Hochschulschriften / 5 10 Nonlinear evolution of spatial economic systems 10 Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles 10 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 10 Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini 9 Journal of evolutionary economics : JEE 9 Journal of mathematical economics 9 Non-linear dynamics and endogenous cycles 9 Revue d'économie politique 9 Chaos and complexity theory for management : nonlinear dynamics 8 Discussion paper series / Research Institute for Economics and Business Administration, Kobe University 8 Journal of economic theory 8 Macroeconomic dynamics 8 Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics 8 Journal of economics 7 Journal of macroeconomics 7 SpringerLink / Bücher 7 Business cycle dynamics : models and tools ; with 7 tables 6 CESifo working papers 6 Papers presented at the Fifth Viennese Workshop on Advances in Nonlinear Economic Dynamics, University of Technology, Vienna, Austria, 24 - 26 May, 1995 6 The economic journal : the journal of the Royal Economic Society 6 The journal of futures markets 6 Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg 5 Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück 5 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 5 Jahrbücher für Nationalökonomie und Statistik 5 Journal of business economics : JBE 5
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Source
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ECONIS (ZBW) 1,644 USB Cologne (EcoSocSci) 48 EconStor 16 USB Cologne (business full texts) 3 BASE 1
Showing 1 - 50 of 1,712
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Controlling chaos in new Keynesian macroeconomics
Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; … - 2022
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Systemic cycles of accumulation, spatial expansion and chaos : adding a missing link
Goldsmiths, Giorgos Galanis; Koutny, Christian; Weber, … - 2022
We re-examine the Systemic Cycles of Accumulation (SCA) of Arrighi (2010) and Arrighi and Silver (1999) which provide a framework for the analysis of the cyclical patterns of geographical expansion of trade and production and the related shifts of hegemonic power within the world capitalist...
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Complexity research in economics : past, present and future
Nomaler, Önder; Verspagen, Bart - 2022
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Detecting multiple-equilibria and chaos in oil prices and global commodity markets
Özkaya, Ata - In: International Journal of Research in Business and … 11 (2022) 6, pp. 350-361
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Production delays, supply distortions and endogenous price dynamics
Dieci, Roberto; Mignot, Sarah; Schmitt, Noemi; … - 2022
It takes time to produce commodities, and different production technologies may take different lengths of time. Suppose that firms may switch between different production technologies that take different lengths of time. A natural implication of such a scenario is that not all firms would then...
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Technology choice, externalities in production, and chaotic middle-income traps
Asano, Takao; Shibata, Akihisa; Yokoo, Masanori - 2022
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SOEP-IS 2014 - inclusion of the short form of the "CHAOS"-scale in SOEP-IS
Rauch, Wolfgang - 2022
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Does too much liquidity generate instability?
Calcagnini, Giorgio; Gardini, Laura; Giombini, Germana; … - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 191-208
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Existence and implications of a pitchfork-Hopf bifurcation in a continuous-time two-sector growth model
Bella, Giovanni; Mattana, Paolo; Venturi, Beatrice - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 259-285
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Walters’ Chaotic Traffic Supply and Demand Theory
Choi, Hak - 2022
A.A. Walters developed a traffic theory that is still adopted by many countries to solve congestion. To justify his theory, he claimed that it reflects the supply and demand of traffic. This paper shows that his supply-demand model is unstable and disastrous
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Uncertainty Quantification of Multi-Scale Resilience in Nonlinear Complex Networks Using Arbitrary Polynomial Chaos
zou, mengbang; Zanotti Fragonara, Luca; Qiu, Song; Guo, … - 2022
Complex systems derive sophisticated behavioural dynamics by connecting individual component dynamics via a complex network. The resilience of complex systems is a critical ability to regain desirable behaviour after perturbations. In the past years our understanding of large-scale networked...
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Controversy in Financial Chaos Research and Nonlinear Dynamics : A Short Literature Review
Vogl, Markus - 2022
In this study, I apply a bibliometric analysis paired with a subsequent snowball sampling procedure. Moreover, I display a full citation network analysis, outlining the most relevant publications and contributions, defining relevant measures and show the interconnectivities and gaps within the...
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On the Chaotic Nature of Random Telegraph Noise in Unipolar Rram Memristor Devices
Stavrinides, Stavros G.; Hanias, Michael P.; Gonzalez, … - 2022
Random telegraph noise (RTN) owns its very name to its assumed stochastic nature. In this paper, we follow up previous works that questioned this stochastic nature, and we investigate this assumption using experimentally measured noise coming from properly biased Ni/HfO 2 unipolar Resistive RAM...
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Chaotic Discrete Breathes and Their Effect on Macroscopic Properties of Triangular Lattice
Upadhyaya, Abhisek; Semenova, Maria N.; Kudreyko, Aleksey A. - 2022
The localization of energy on chaotic discrete breathers (DBs) arising in a two-dimensional triangular lattice due to the modulation instability of delocalized nonlinear vibrational modes (DNVMs) is analyzed. Three DNVMs with frequencies above the phonon band and demonstrating hard-type...
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Chaos in Coupled Heteroclinic Cycles and its Piecewise-Constant Representation
Pikovsky, Arkady; Nepomnyashchy, Alexander - 2022
We consider two stable heteroclinic cycles rotating in opposite directions, coupled via diffusive terms. A complete synchronization in this system is impossible, and numerical exploration shows that chaos is abundantat low levelsof coupling. With increase of coupling strength, several...
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Parameter Estimation of Uncertain Fractional-Order Chaotic Power System Using an Improved State Transition Algorithm
Ai, Chunyu; He, Shan - 2022
Fractional-order chaotic power system parameter estimation is a multidimensional function optimization problem, and it is a prerequisite for controlling such systems. Aiming at the problem that the parameter estimation of a fractional-order chaotic power system is easily affected by external...
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Robust Stabilization and Synchronization in a Network of Chaotic Systems with Time-Varying Delays
Serrano, Fernando E.; Ghosh, Dibakar - 2022
In this paper, a novel robust controller technique is derived for the network synchronization of chaotic systems with time-varying delay. The stabilization of the complex chaotic systems is achieved by considering an appropriate Krasovskii-Lyapunov functional in order to find the asynchronous...
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Research on Pixel Reorganization and Fast Diffusion Algorithm of Chaotic Image
Liu, Jia; Chang, Haiping; Wang, Erfu - 2022
This paper proposes a color picture encryption algorithm with pixel restructuring and quick diffusion to coexist the security and operational efficiency of the image encryption system. The algorithm employs a four-dimensional hyperchaotic system to decompose the pixels of a color image's three...
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Soil Moisture Prediction of Maize by Combining Support Vector Machine and Chaotic Whale Optimization Algorithm
He, Bohao; Jia, Biying; Zhao, Yanghe; Wang, Xu; Mao, Wei; … - 2022
AbstractSoil moisture (SM) of maize has an extremely important impact on the growth and development of maize. Therefore, predicting the SM of maize will become extremely important, guiding the management of agricultural irrigation and water resources. This paper, therefore, proposes a new hybrid...
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Data-Driven Sparse Polynomial Chaos Expansion for Models with Dependent Inputs
Liu, Zhanlin; Choe, Youngjun - 2022
Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in the literature. Recently, different approaches have been...
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Uncertainty Quantification in Low Voltage Distribution Grids : Comparing Monte Carlo and General Polynomial Chaos Approaches
Koirala, Arpan; Van Acker, Tom; D'hulst, Reinhilde; Van … - 2022
Changes in load and distributed generation in low voltage distribution systems (LVDS) have made the individual consumer offtake highly uncertain for the system operator. In order to accurately determine hosting capacity of such systems, congestion related stochastic indices, e.g. probability of...
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Nonlinear Dynamic Dissolution Behavior of Ti-48al-2cr-2nb Alloy
Zhang, Xianmiao; Luo, Zhijian; Liao, Cuijiao - 2022
Chronoamperometry (CA), phase space reconstruction, correlation dimension, multifractal detrended fluctuation analysis (MFDFA) combining linear sweep voltammetry (LSV), electrochemical impedance spectroscopy (EIS), and surface morphology observation were used to systematically analyze the...
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Production delays, technology choice and cyclical cobweb dynamics
Dieci, Roberto; Mignot, Sarah; Westerhoff, Frank H. - 2021
We develop a cobweb model in which firms, facing a two-period production delay, have access to a flexible (costly) and an inflexible (cheap) production technology. Moreover, firms select between production technologies depending on theirevolutionary fitness, measured in terms of past realized...
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The opposite effect of rational expectations and differentiated information costs for heterogeneous fundamentalists on the stability of an evolutive Muthian cobweb model
Naimzada, Ahmad; Pireddu, Marina - 2021
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Two-Dimensional constrained chaos and industrial revolution cycles with mathemetical appendices
Yano, Makoto; Furukawa, Yuichi - 2021
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Commodity Price Shocks : Order within Chaos?
Baffes, John - 2021
The prices of 27 internationally traded commodities are decomposed into transitory and permanent shocks by applying an ideal band-pass filter to monthly data from 1970-2020. The two types of shocks contributed roughly equally to price variations, but with wide heterogeneity. Permanent shocks...
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Speculative asset price dynamics and wealth taxes
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2021
Based on the seminal asset-pricing model by Brock and Hommes (1998), we analytically show that higher wealth taxes increase the risky asset’s fundamental value, enlarge its local stability domain, may prevent the birth of nonfundamental steady states and, if they exist, reduce the risky...
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Saddle cycles : solving rational expectations models featuring limit cycles (or chaos) using perturbation methods
Galizia, Dana - In: Quantitative economics : QE ; journal of the … 12 (2021) 3, pp. 869-901
Unlike linear ones, nonlinear business cycle models can generate sustained fluctuations even in the absence of shocks (e.g., via limit cycles/chaos). A popular approach to solving nonlinear models is perturbation methods. I show that, as typically implemented, these methods are incapable of...
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Unconventional means of preventing chaos in the economy
Doncean, Gheorghe; Doncean, Marilena - In: CES working papers 13 (2021) 2, pp. 197-212
This research explores five barriers, acting as obstacles to chaos in terms of policy (A), economic (B), social (C), demographic effects (D) and natural effects (E) factors for six countries: Russia, Japan, USA, Romania, Brazil and Australia and proposes a mathematical modelling using an...
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Sorting, matching and economic complexity
Yıldırım, Muhammed Ali - 2021
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Relevance of chaos and strange attractors in the Samuelson-Hicks oscillator
Verne, Jean-François - In: Economic thought 10 (2021) 1, pp. 32-45
In this paper, we look for the relevance of chaos in the well-known Hicks-Samuelson's oscillator model investigating the endogenous fluctuations of the national income between two limits: full employment income and under-employment income. We compute the Lyapunov exponent, via Monte-Carlo...
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Chaos in the UK new Keynesian macroeconomy
Barnett, William A.; Bella, Giovanni; Ghosh, Taniya; … - 2021
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The impact of COVID-19 on Italian accommodation : a supply-perspective
Del Chiappa, Giacomo; Bregoli, Ilenia; Fotiadis, Anestis K. - In: Journal of Tourism, Heritage & Services Marketing : JTHSM 7 (2021) 1, pp. 13-22
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Learning in a double-phase cobweb model
Cavalli, Fausto; Naimzada, Ahmad; Parisio, Lucia - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 579-611
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Speculative asset price dynamics and wealth taxes
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 641-667
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Organisational Values as 'Attractors of Chaos' : An Emerging Cultural Change to Manage Organisational Complexity
Dolan, Simon L.; García, Salvador; Diegoli, Samantha; … - 2021
Business organisations are excellent representations of what in physics and mathematics are designated "chaotic" systems. Because a culture of innovation will be vital for organisational survival in the 21st century, the present paper proposes that viewing organisations in terms of "complexity...
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How Much Chaos is Making the COVID-19 Crisis Among Us?
Ruiz Estrada, Mario Arturo - 2021
This paper evaluates how much chaos is generating COVID-19 globally. We try to present a new indicator is called “The Levels of Uncertainty by the COVID-19 index (TLOUC-Index)”. The main objective of TLOUC-Index is to evaluate how much health, economic, and social uncertainty can COVID-19...
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Order from Chaos? The Effects of Early Labor Market Experiences on Adult Labor Market Outcomes
Gardecki, Rosella; Neumark, David - 2021
This paper examines the consequences of initial periods of churning,' floundering about,' or mobility' in the labor market to help assess whether faster transitions to stable employment relationships--such as those envisioned by advocates of school-to-work programs--would be likely to lead to...
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The Exchange Rate in a Model with Heterogeneous Agents and Transactions Costs
De Grauwe, Paul; Grimaldi, Marianna - 2021
In this paper we develop a model of the exchange rate. The existence of transactions costs introduces an important non-linearity. Agents have different beliefs about the future exchange rate. We show that this simple model creates great complexity in the market which is characterised by the fact...
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The Exchange Rate and its Fundamentals. A Chaotic Perspective
De Grauwe, Paul; Grimaldi, Marianna - 2021
We analyse the workings of a simple non-linear exchange rate model in which agents hold different beliefs about the underlying model. We distinguish between "chartists" and "fundamentalists". The non-linearities in the model originate from transactions costs and from the existence of non-linear...
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Unions, Increasing Returns and Endogenous Fluctuations
Modesto, Leonor; Coimbra, Rui; Lloyd-Braga, Teresa - 2021
We analyse the implications of unions (efficient bargaining) for multiplicity of stationary states and welfare, local indeterminacy, bifurcations and endogenous fluctuations (deterministic and stochastic). We use an overlapping generations model with external increasing returns to scale, where...
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Saddles, Indeterminacy and Bifurcations in an Overlapping Generations Economy with a Renewable Resource
Koskela, Erkki; Ollikainen, Markku; Puhakka, Mikko - 2021
We incorporate a renewable resource into an overlapping generations model with standard, well-behaved utility and constant returns to scale production functions. Besides being a factor of production the resource serves as a store of value. We characterize dynamics, efficiency and stability of...
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Business Cycle Modeling Between Financial Crises and Black Swans : Ornstein-Uhlenbeck Stochastic Process versus Kaldor Deterministic Chaotic Model
Orlando, Giuseppe; Zimatore, Giovanna - 2021
Business cycles are oscillations in economy because of recessions and expansions. In this paper we investigate the oscillation of the Gross Domestic Product (GDP) as a result of its relations with the other main macroeconomic variables such as capital, consumption and investment. There is a...
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Chaoticity Versus Stochasticity in Financial Markets : Are Daily S&P 500 Return Dynamics Chaotic?
Vogl, Markus; Roetzel, Peter Gordon - 2021
In this study, we present a combinatory chaos analysis of daily wavelet-filtered (denoised) S&P 500 returns (2000–2020) compared with respective surrogate datasets, Brownian motion returns and a Lorenz system realisation. We show that the dynamics of the S&P 500 return series consist of an...
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Where Code is Chaos : Content Platforms and Algorithmic Incentives
Landers, Amy L. - 2021
This Article considers the intersection of the piracy paradox in the context of the attention economy, the algorithmic behavior of content platforms, and intellectual property’s incentive theory. This inquiry is framed by a micro-history of a micro-dispute between two micro-celebrities about a...
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Bubbling and Crashing Exchange Rates
Grimaldi, Marianna; De Grauwe, Paul - 2021
We develop a simple model of the foreign exchange market in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble...
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Komplexität und Entrepreneurship : Komplexitätsforschung sowie Implikationen auf Entrepreneurship-Prozesse
Liening, Andreas - 2023 - 2. Auflage
Hintergründe und Historie -- Theorie und Empirie - Neuere Entwicklungen in der Komplexitätsforschung -- Multiperspektive - Entrepreneurship und Komplexität -- Konklusion - Über die Notwendigkeit komplexitätswissenschaftlicher Betrachtungsweisen im Bereich des Entrepreneurship.
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The collapse of sensemaking at Yarnell Hill : the effects of endogenous ecological chaos on enactment
Parrish, Dan; Clark, Timothy S.; Holloway, Samuel S. - In: European journal of management studies : EJMS 25 (2020) 2, pp. 77-95
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Polynomial chaos expansion : efficient evaluation and estimation of computational models
Fehrle, Daniel; Heiberger, Christopher; Huber, Johannes - 2020
Polynomial chaos expansion (PCE) provides a method that enables the user to represent a quantity of interest (QoI) of a model’s solution as a series expansion of uncertain model inputs, usually its parameters. Among the QoIs are the policy function, the second moments of observables, or the...
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Option Pricing with Polynomial Chaos Expansion Stochastic Bridge Interpolators and Signed Path Dependence
Dias, Fabio - 2020
Recent empirical studies in Equity markets show evidence that, while asset log-returns are largely uncorrelated, it is possible to predict with some accuracy their future sign. Such prediction is made over a given forecast horizon based solely on the observed sign of the cumulative log-return...
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