Hemakom, Apit; Chanwimalueang, Theerasak; Carrión García, Alicia; Aufegger, Lisa; Constantinides, Anthony G.; Mandic, Danilo P.(Institute of Electrical and Electronics Engineers (IEEE), 2016-09)
Financial markets typically undergo periods of prosperity followed by periods of stagnation, and this undulation makes it challenging to maintain market efficiency. The efficient market hypothesis (EMH) states that there ...
[EN] In this paper, we present a novel and completely different approach to the problem of scattering material characterization: measuring the degree of predictability of the time series. Measuring predictability can provide ...