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Zhe Sun, Liyuan Dou, Zongbao Mu, Siyuan Tan, Zhi Zong, Kamal Djidjeli and Guiyong Zhang
To improve the accuracy of solving the Poisson equation and the efficiency of handling complex boundary shapes in the particle method, this paper proposes a Local Regular-distributed Background Particles (LRBP) as an alternative to traditional boundary h...
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Weixuan Wang, Qinyan Xing and Qinghao Yang
Based on the newly proposed generalized Galerkin weak form (GGW) method, a two-step time integration method with controllable numerical dissipation is presented. In the first sub-step, the GGW method is used, and in the second sub-step, a new parameter i...
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Abhay Kumar,Rashmi Soni,Iqbal Thonse Hawaldar,Meghna Vyas,Vaibhav Yadav
Pág. 208 - 216
The purpose of this study is to test whether the Indian pharmaceutical companies support efficient market hypotheses (EMH) and examine the efficiency of the Indian stock market in three forms, i.e., the weak, the semi-strong, and the strong form of marke...
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Fuzuli Aliyev
Market efficiency has been analyzed through many studies using different linear methods. However, studies on financial econometrics reveal that financial time series exhibit nonlinear patterns because of various reasons. This paper examines market effici...
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Athanasia Dimitriadou, Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras
Forecasting commodities and especially oil prices have attracted significant research interest, often concluding that oil prices are not easy to forecast and implying an efficient market. In this paper, we revisit the efficient market hypothesis of the o...
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Dian Wijayanti; Tarsisius Renald Suganda, Feni Sufuiana Thewelis
Pág. 72 - 80
This research aims to identify the behavioural bias of Gambler's Fallacy of young investors in Malang. This research was done by doing a survey method i.e. doing the dissemination of questionnaires to young investors in Malang. The number of samples gain...
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Shafir Zaman
Pág. 285 - 291
Investors need to have an idea about stock market before making investment whether the stock markets are efficient or not to take investment decision in stock market. For that reason, measurement of market efficiency of stock market bears significance to...
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Masud Pervez,Md. Harun Ur Rashid,Md. Asad Iqbal Chowdhury,Mahbubur Rahaman
Pág. 88 - 95
This study aims to examine the weak form efficiency of Dhaka Stock Exchange (DSE) using random walk model of EMH based on daily return series. The study applies both non-parametric [Kolmogorov-Smirnov test with Lilliefors coefficient, run test] and param...
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Mahamuda Firoj,Sharmina Khanom
Pág. 99 - 103
Efficiency in a foreign exchange market (FEM) is very essential for a developing economy like Bangladesh as the foreign exchange rates play a critical role to determine the various macroeconomic policies and issues of an economy. Thus the main objective ...
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Sanjiv R. Das, Karthik Mokashi and Robbie Culkin
We examine the use of deep learning (neural networks) to predict the movement of the S&P 500 Index using past returns of all the stocks in the index. Our analysis finds that the future direction of the S&P 500 index can be weakly predicted by the...
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