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A review of the fractal market hypothesis for trading and market price prediction
(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 ...
Basic statistical estimation outperforms machine learning in monthly prediction of seasonal climatic parameters
(MPDI, 2021)
Machine learning (ML) has been utilized to predict climatic parameters, and many successes
have been reported in the literature. In this paper, we scrutinize the effectiveness of five widely
used ML algorithms in the ...