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An iterative technique for the removal of artifacts caused by the near field effects of a coded aperture imaging system is presented. The technique, we we call z-Clean, first locates high energy sources within a three dimensional field of view using a least squares method and then removes the...
Persistent link: https://www.econbiz.de/10012624308
We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the...
Persistent link: https://www.econbiz.de/10010398705
A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...
Persistent link: https://www.econbiz.de/10010310063