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Plasticity and Memory in the Financial Markets

Plasticity and Memory in the Financial Markets
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Author(s): Oxana Karnaukhova (Southern Federal University, Russia) and Inna Nekrasova (Southern Federal University, Russia)
Copyright: 2016
Pages: 20
Source title: Neuroeconomics and the Decision-Making Process
Source Author(s)/Editor(s): Bryan Christiansen (PryMarke LLC, USA) and Ewa Lechman (Gdansk University of Technology, Poland)
DOI: 10.4018/978-1-4666-9989-2.ch010

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Abstract

The chapter questions the applicability of the Efficient Market Hypothesis (EMH) for analysis of financial markets. The overall goal is to analyze methods of forecasting future prices of financial assets based on the concept of the fractal market structure and long-term memory of past prices. Fractals in the financial markets are interpreted either as investors with different investment horizons or as a configuration of the price movement on chart. This chapter examines the fractal structure of financial markets, nonlinear methods of analysis of financial markets, plasticity and long-term memory to long-term investment horizons of financial markets, fractal analysis of financial markets, new approaches to forecast prices of financial assets, which eliminate shortcomings of the linear paradigm.

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