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Fractal approaches for modeling financial assets and predicting crises
Nekrasova, Inna (ed.); Karnaukhova, Oxana (ed.);  … - 2018
"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a...
Persistent link: https://www.econbiz.de/10012393133
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Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos; Hanias, Michael; Magafas, Lykourgos; … - In: Journal of risk 24 (2022) 5, pp. 33-49
Persistent link: https://www.econbiz.de/10014546349
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Chaos control in presence of financial bubbles
Bella, Giovanni; Mattana, Paolo - In: Economics letters 193 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509092
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Winning investment strategies based on financial crisis indicators
Kornprobst, Antoine - In: The journal of investment strategies 7 (2018) 4, pp. 27-49
Persistent link: https://www.econbiz.de/10012001990
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The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets
Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10011585598
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The ability of U.S. macroeconomic variables to predict Asian financial market returns
Tzeng, Kae-Yih - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3529-3551
Persistent link: https://www.econbiz.de/10014429140
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Detecting bubbles in financial markets : fundamental and dynamical approaches
Forró, Zalán - 2015
Persistent link: https://www.econbiz.de/10011420148
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An empirical approach to financial crisis indicators based on random matrices
Douady, Raphaël; Kornprobst, Antoine - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011889477
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Assessing and predicting financial vulnerability of Italian households : a micro-macro approach
Bettocchi, Alessandra; Giarda, Elena; Moriconi, Cristiana; … - In: Empirica : journal of european economics 45 (2018) 3, pp. 587-605
Persistent link: https://www.econbiz.de/10012031233
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Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012201357