Browsing by Author "Lamphiere, Marc"
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Carbon futures trading and short-term price prediction: An analysis using the fractal market hypothesis and evolutionary computing
Lamphiere, Marc; Blackledge, Jonathan; Kearney, Derek (MPDI, 2021)This paper presents trend prediction results based on backtesting of the European Union Emissions Trading Scheme futures market. This is based on the Intercontinental Exchange from 2005 to 2019. An alternative trend ... -
A review of the fractal market hypothesis for trading and market price prediction
Blackledge, Jonathan; Lamphiere, Marc (MPDI, 2022)This paper provides a review of the Fractal Market Hypothesis (FMH) focusing on financial times series analysis. In order to put the FMH into a broader perspective, the Random Walk and Efficient Market Hypotheses are ...