This project shows the algorithm appropriate for short term trading strategies and techniques to leverage these strategies. The Durbin Watson statistic shows market inefficiency. Non-parametric models are used. The returns are not correlated but they show some amount of volatility clusterization...

This paper provides a way to discover strong individual influences on investments in retirement accounts. Data are from SHARE-ERIC (Wave7). Principal residences in ex-communist countries or not and full-time education before 1989 served as filters. Two particular models with good classification...

The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...

The influence of six different distances on the structure of minimum spanning trees is presented in this paper. Measures of complex networks are built based on the closing prices of stocks of the main companies traded on the Mexican Stock Market. We find that the City block and Chi distances not...

This paper examines the existence of explosive behaviors of public debt in the USA. Using the Supremum Augmented Dickey-Fuller (SADF) and the Generalized SADF tests on data ranging from 1966 to 2018, we show that there is evidence of the beginning and end of several public debt explosiveness in...

This paper investigates the existence of arbitrage between index linked bonds and conventional bonds. The long-run equilibrium relationship among two French bonds yields (The OAT yields and OATi) is also studied empirically. In practice, the Johansen methodology is applied to estimate different...

Research has revealed the potential of recording consumers’ eye movements to characterize and predict their decision making. In this paper, we propose the use of a deep learning architecture, called RETINA, to predict multi-alternative, multi-attribute consumer choice from eye movement data....

This paper was produced for the El-Naschie Symposium on Nonlinear Dynamics in Shanghai in December 2005. In this paper we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast the order and organization hypothesis of real systems with...

This paper was produced for the El-Naschie Symposium on Nonlinear Dynamics in Shanghai in December 2005. In this paper we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast the order and organization hypothesis of real systems with...

in letteratura, per l’imputazione dei dati mancanti nelle serie storiche, si fa riferimento a statistiche applicate all’intera serie analizzata (e.g. media di tutti i termini della serie), ottenendo una costante d’imputazione generalmente adeguata per una specifica serie. Se le serie sono...