List of Articles randomness

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  1 - Fractal Analysis of Tehran Stock Exchange Index With RS Method
  Fraydoon Rahnamay Roodposhti Parham Pedram
  This paper deals with this issue, which can be summarized as the conflict between randomness and determinism. On the one hand, there are market analysts who feel that the market is perfectly deterministic; on the other, there is a group who feel that the market is compl More

  This paper deals with this issue, which can be summarized as the conflict between randomness and determinism. On the one hand, there are market analysts who feel that the market is perfectly deterministic; on the other, there is a group who feel that the market is completely random. We will see that there is a possibility that both are right to a limited extent. But what comes out of these partial truths is quite different from the outcome either group expects. We will use R/S analysis, or rescaled range analysis. R/S analysis can distinguish fractal from other types of time series, revealing the self-similar statistical structure. This structure fits a theory of market structure called the Fractal Market Hypothesis.. This reconciliation ties directly into the concept of  local randomness and global determinism. One of the most important area that we focun on is capital market distributions. capital markets are not well described by the normal distribution and random walk theory. Yet, the Efficient Market Hypothesis continues to the dominant paradigm for how the markets work. Standard statistical analysis begins by assuming that the system under study is primarily random; that is, the causal process that created the time series has many component parts, or degrees of freedom, and the interaction of those components is so complex that a deterministic explanation is not possible. Only probabilities can help us understand and take advantage of the process. The underlying philosophy implies that randomness and determinism cannot coexist. Manuscript profile
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  2 - Investigating Randomness By Walsh-Hadamard Transform in Financial Series
  Seyed Jalal Tabatabaei
  The objective of the ongoing research is to introduce the initial, substantial, and practical implementation of the Walsh-Hadamard Transform in the realm of quantitative finance. It is worth noting that this particular tool, which has limited utility in the domain of di More

  The objective of the ongoing research is to introduce the initial, substantial, and practical implementation of the Walsh-Hadamard Transform in the realm of quantitative finance. It is worth noting that this particular tool, which has limited utility in the domain of digital signal processing, has demonstrated its effectiveness in evaluating the statistical significance of any binary sequence. Therefore, employing this approach in financial series would be exceptionally noteworthy. By employing five primary tests to assess the randomness of the series, including those pertaining to the Tehran Stock Exchange, as well as copper and gold, the outcomes reveal the presence of randomness in the transformed series in all aspects. Naturally, this random-ness could be examined to identify any underlying trends. Manuscript profile
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  3 - Robust Wagner–Whitin algorithm with uncertain costs
  Payam Hanafizadeh Amir Shahin Mehdi Sajadifar
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  4 - Noiselet Measurement Matrix Usage in CS Framework
  Haybert Markarian Alireza Mohammad Zaki Sedigheh Ghofrani
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  5 - Randomness, Coherence and Noise Robustness in Compressive Sensing
  Haybert Markarian Sedigheh Ghofrani
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