We empirically test the weak-form of the Efficient Market Hypothesis on Japanese equity
markets with trading strategies timing both large and small capitalization portfolios. We find …

In complex systems, statistical dependencies between individual components are often
considered one of the key mechanisms which drive the system dynamics observed on a …

We examine the effectiveness of entropy analytics for stock market timing. The objective
behind the study is to develop and facilitate market timing procedure by introducing a …

In our study, we use sample entropy and approximate entropy indicators− derived from the
India Volatility Index (India VIX)− to explore the feasibility of style, size and time horizon …

This paper examines VIX-based ETPs (exchange traded products) and illustrates that both
the return and risk of these products are not related to the return and risk of the VIX index …

Results The model was validated with the sample of fourteen elementary schools identified
above. The quality of service and strategic Management are good pre-dictators of Business …

Currencies are used by many investors as a speculative or investment instrument. Their
movements are complex and there are exchange rate models which suggest how to predict …

Style rotation strategies have enjoyed growing interest in the academic and practitioner
communities over the past decades. This study investigates the ability of innovative …

Abstract VKOSPI Sample Entropy (" VKOSPI SampEn" or" SampEn") as an alternative
complexity indicator was derived from the VKOSPI time series. Contemporaneous and …

We investigate the predictability of an exchange rate with entropy risk factor model, as there
is growing evidence that financial markets behave as complex systems. The model is tested …