Fractal analysis of the multifractality of foreign exchange rates
M Garcin - 2019 - hal.science
The multifractional model with random exponent (MPRE) is one of the most recent fractional
models which extend the fractional Brownian motion (fBm). This paper is an empirical …
models which extend the fractional Brownian motion (fBm). This paper is an empirical …
Pension funds rules: Paradoxes in risk control
Pension funds are financial institutions that invest retirement savings from workers to provide
pension benefits. Due to this social security function, each country enforces laws to regulate …
pension benefits. Due to this social security function, each country enforces laws to regulate …
Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
N Rao, Q Peng, R Zhao - Fractal and Fractional, 2022 - mdpi.com
We conduct cluster analysis of a class of locally asymptotically self-similar stochastic
processes with finite covariance structures, which includes Brownian motion, fractional …
processes with finite covariance structures, which includes Brownian motion, fractional …
Moderated Analysis of Asset Allocation and Financial Performance of Pension Funds in Kenya
RAA Boyante - 2023 - ir.jkuat.ac.ke
The overall returns to pension fund's assets under management have been inconsistent as
per reports from the RBA. The overall industry returns for the years 2016, 2017 and 2018 …
per reports from the RBA. The overall industry returns for the years 2016, 2017 and 2018 …
Exploring evaluation factors and framework for the object of automated trading system
D Huang, X Cheng, K Liu, C Li - 2019 - scholarspace.manoa.hawaii.edu
Automated trading system (ATS) is a computer program that combines different trading rules
to find optimal trading opportunities. The objects of ATS, which are financial assets, need …
to find optimal trading opportunities. The objects of ATS, which are financial assets, need …