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multifractal returns in mining industry

multifractal returns in mining industry

According to the multifractal theory, the mining ms signals have smaller spectral width below and f below than the blasting signals above and f above

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  • Multifractal returns and hierarchical portfolio theory

    Multifractal returns and hierarchical portfolio theory

    Apr , multifractal returns and hierarchical portfolio theory quantitative finance vol , no , pp

  •  PDF  Multifractal Returns and Hierarchical Portfolio Theory

    PDF Multifractal Returns and Hierarchical Portfolio Theory

    Multifractal returns and hierarchical p ortfolio theory jF muzy , d sornette , , j delour and a arneodo centre de rec herche paul p ascal, cnrs upr

  • The Markov Switching Multifractal Model of Asset Returns

    The Markov Switching Multifractal Model of Asset Returns

    Multifractal processes have recently been proposed as a new formalism for modeling the time series of returns in finance the major attraction of these processes is their ability to generate various degrees of long memory in different powers of returnsa feature that has been found in virtually all financial data

  • Expected Return on Capital in Mining Industry   IntechOpen

    Expected Return on Capital in Mining Industry IntechOpen

    Jun , capital is a necessary element of each economic activity in the enterprises functioning in capitalconsuming industries, such as mining industry, the problem of capital becomes more complex and is followed by a number of problems investors both owners and creditors expect the return on invested capital, taking into consideration the risk level connected with the activity that is to be

  •  quot What are Multifractals  quot

    quot What are Multifractals quot

    Another type of analysis fraclac is used for is multifractal analysisMultifractals are a type of fractal, but they stand in contrast to the monofractals we have discussed so far, in that multifractals scale with multiple scaling rules iterated henon multifractals generated using the fractal growth models plugin for imagejClick on the images to see them in higher resolution

  • Multifractal analysis of financial markets  a review

    Multifractal analysis of financial markets a review

    Of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented we finally discuss open problems and further directions of multifractal analysis keywords econophysics, multifractal analysis, financial markets, complex systems, scaling laws, complex networks

  • Key Financial Ratios to Analyze the Mining Industry

    Key Financial Ratios to Analyze the Mining Industry

    May , mining is one of the oldest operations in the industrial industry, with footprints in china, africa, australia, and other nations three main categories of the mining industry are precious metals

  • 10 Biggest Mining Companies   Investopedia

    10 Biggest Mining Companies Investopedia

    Sep , mining is a global industry, but five of the largest companies are headquartered in china, the worlds secondlargest economy other big mining names are based in

  • Multifractal Financial Markets An Alternative Approach to

    Multifractal Financial Markets An Alternative Approach to

    Multifractal financial markets an alternative approach to asset and risk management posted on by civu posted on by civu multifractal financial markets an alternative approach to asset and

  • Metal Mining Industry Management Effectiveness

    Metal Mining Industry Management Effectiveness

    Metal mining industry return on investment, roi, return on equity, roe, return on assets ratio, roa, current, historic, averages from q to q

  • Multifractal Analysis   MATLAB  amp  Simulink   MathWorks

    Multifractal Analysis MATLAB amp Simulink MathWorks

    Multifractal analysis there are a number of realworld signals that exhibit nonlinear powerlaw behavior that depends on higherorder moments and scale multifractal analysis provides a way to describe these signals the daily returns for both indices cover the approximate period

  • The 5 biggest private funds investing in mining   MINING

    The 5 biggest private funds investing in mining MINING

    Coming off a record , funds raised a total of bn in for investment in natural resources, which includes metals and mining, water, timberland and energy

  • A long term look at ROIC   McKinsey

    A long term look at ROIC McKinsey

    By contrast, the utility industrys median roic is only percent, but the spread from the best to the worst companies is a slim percent any executive encountering projected returns outside those of this relevant benchmark industry range would do well to look on those forecasts with a gimlet eye

  • Performance of the Multifractal Model of Asset Returns

    Performance of the Multifractal Model of Asset Returns

    In fact, these two developments are the basis of the multifractal model of asset returns mmar introduced by mandelbrot et al as stated by mandelbrot et al , like the garch model, the figarch model has the innite order arch presentation in the squared returns in addition, the model can be viewed as a set of

  • A Multifractal Model of Asset Returns

    A Multifractal Model of Asset Returns

    Multifractal model of asset returns mmarquot, based upon the pioneering research into multifractal measures by mandelbrot , the multifractal model incorporates two elements of mandelbrots past research that are now wellknown in nance first, the

  • A Multifractal Model of Assets Returns by Laurent E

    A Multifractal Model of Assets Returns by Laurent E

    Nov , this paper investigates the multifractal model of asset returns, a continuoustime process that incorporates the thick tails and volatility persistence exhibited by many financial time series the model is constructed by compounding a brownian motion with a multifractal timedeformation process return moments scale as a power law of the time

  • Detecting Multifractal Properties in Asset Returns

    Detecting Multifractal Properties in Asset Returns

    It has become popular recently to apply the multifractal formalism of statistical physics scaling analysis of structure functions and f singularity spectrum analysis to financial data the outcome of such studies is a nonlinear shape of the structure function and a nontrivial behavior of the spectrum eventually, this literature has moved from basic data analysis to estimation of

  • MSCI World Metals and Mining Index

    MSCI World Metals and Mining Index

    Industry classication standard gics cumulative index performance net returns usd sep sep sep dec mar jun sep dec mar jun sep dec mar jun sep msci world metals and mining msci world annual performance year msci world metals and mining msci world

  • EBITDA Multiples by Industry   Equidam

    EBITDA Multiples by Industry Equidam

    You can find in the table below the ebitda multiples for the industries available on the equidam platform the data is based on the annual estimate provided by prof aswath damodaran of the new york university for

  • Multifractality of Deutschemark   Us Dollar Exchange Rates

    Multifractality of Deutschemark Us Dollar Exchange Rates

    Sep , this paper investigates multifractality in deutschemark us dollar currency exchange rates after finding evidence of multifractal scaling, we show how to estimate the multifractal spectrum via the legendre transform the scaling laws found in the data are replicated in simulations

  • MINE VENTILATION SYSTEMS

    MINE VENTILATION SYSTEMS

    Distribution depending on the size of mining entries, stopping sizes range from as small as ft by ft in low coal to as large as ft by ft in limestone mines overcastundercast overcasts are air bridges where intake and return airways are required to cross each other

  • Evaluating investment projects in mining industry by

    Evaluating investment projects in mining industry by

    Cvjetko stojanovi evaluating investment projects in mining industry by combining discount method and real option valuation referring to to decisions regarding the costly and longterm mining projects, which can even affect the fate of the mining company, such as the opening of new mines, it is necessary to conduct a rigorous and logically

  • Mining risk and assurance

    Mining risk and assurance

    Industry has invested substantially in controls to prevent and detect risk, but there is more work to be done in order to make risk a part of everyones daily job this paper identifies eight key drivers of value from strategy through to sustainability and examines the risks inherent in each of these areas if mining businesses are to safeguard

  • The origins of multifractality in    nancial time series and

    The origins of multifractality in nancial time series and

    Page of table summary statistics for the log return data examined in this paper for multifractal propertiesN is the sample size of the data, is the sample mean and the sample standard deviation h is the estimated hurst exponent of the sample data t n min max skewness kurtosis h djia day

  • Coronavirus threat prompts mining companies to implement

    Coronavirus threat prompts mining companies to implement

    Mining companies are rushing to implement new health and hygiene standards to prevent an outbreak of covid onsite companies are looking to minimise the movement of staff, and keeping all non

  • Mining tax   PwC

    Mining tax PwC

    Mining forms one of the leading industries in south africa, playing a vital role in the economy due to the complexity of the south african tax laws and the impact thereof on the industry, its is necessary to have a thorough understanding of not only the tax legislation, but also the specific needs of the south african mining industry

  • by Andrii Riabushenko

    by Andrii Riabushenko

    Multifractal markovswitching model can model almost all properties found in nancial data of emerging markets, specically long memory, fattailed distribution and others therefore, multifractal markovswitching model has a chance to become a dominant framework in forecasting asset returns

  • Multifractal analysis in mining microseismicity and its

    Multifractal analysis in mining microseismicity and its

    According to the multifractal theory, the mining ms signals have smaller spectral width below and f below than the blasting signals above and f above

  • Multifractality in Asset Returns  Theory and Evidence

    Multifractality in Asset Returns Theory and Evidence

    This paper investigates the multifractal model of asset returns mmar, a class of continuoustime processes that incorporate the thick tails and volatility persistence exhibited by many financial time series the simplest version of the mmar compounds a brownian motion with a multifractal timedeformation

  • Performance of the Multifractal Model of Asset Returns

    Performance of the Multifractal Model of Asset Returns

    In fact, these two developments are the basis of the multifractal model of asset returns mmar introduced by mandelbrot et al as stated by mandelbrot et al , like the garch model, the figarch model has the innite order arch presentation in the squared returns in addition, the model can be viewed as a set of

  • A Comparison of Multifractal Models for Assets Returns in

    A Comparison of Multifractal Models for Assets Returns in

    Oct , abstract this paper compares multifractal models for assets returns from four aspects of economic perspective ability of reproducing stylized facts, support of economic theory, accuracy of forecasting and explaining, mathematical elegancy and computational parsimony all the multifractal models, according to their hypotheses and logic, can be classified into three categories, the

  • Simulation and Multifractal Analysis by Stochastic Ising

    Simulation and Multifractal Analysis by Stochastic Ising

    Moli xu et al simulation and multifractal analysis by stochastic ising dynamic systems doi IjssstA issn x online, print table i rate of return and actual commodity market showed the title values of, a and accordance the analysis with figure and table , can be learned, with the construction of ising logarithm returns

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