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multifractal returns in mining industry

  • Multifractal Spectral Analysis of the 1987 Stock Market Crash
    Multifractal Spectral Analysis of the 1987 Stock Market Crash

    The multifractal model of asset returns captures the volatility persis tence of many nancial time series. Its multifractal spectrum computed from wavelet modulus maxima lines provides the spectrum of irregular ities in the distribution of market returns over time and thereby of the kind of uncertainty or "randomness" in a particular market.

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  • Multifractal geometry in stock market time series
    Multifractal geometry in stock market time series

    Multifractal geometry in stock market time series 647,Barcelona08028,Spain Received 24 October 2002 Abstract It has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statis Multifractal analysis of a set of

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  • Multifractal characteristics analysis of crude oil futures
    Multifractal characteristics analysis of crude oil futures

    The result shows that the return series of the INE crude oil futures price had the strongest correlation with that of WTI and Brent when the interval was one day. Then, the R/S analysis, multifractal detrended fluctuation analysis (MF DFA), and multifractal spectrum were used to analyze the fractal characteristics of the INE crude oil market.

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  • Multifractal Detrended Fluctuation Analysis of Return on
    Multifractal Detrended Fluctuation Analysis of Return on

    We revisit the issue of market efficiency of Bitcoin, which is an important part of the new financial technology (FinTech), by analyzing the Bitcoin returns using two recently developed analytical techniques called bipower variation method and Multifractal Detrended Fluctuation Analysis (MFDFA).

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  • Mining terms explained A to Z  Anglo American
    Mining terms explained A to Z Anglo American

    We have launched YourVoice, a service which provides you with a confidential and secure way to tell us about your concerns.

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  • Mining terms explained A to Z  Anglo American
    Mining terms explained A to Z Anglo American

    We have launched YourVoice, a service which provides you with a confidential and secure way to tell us about your concerns.

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  • Markov switching multifractal
    Markov switching multifractal

    In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns developed by Laurent E. Calvet and Adlai J. Fisher that incorporates stochastic volatility components of heterogeneous durations. MSM captures the outliers, log memory like volatility persistence and power variation of financial returns.

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  • DETECTING MULTIFRACTAL PROPERTIES IN ASSET RETURNS
    DETECTING MULTIFRACTAL PROPERTIES IN ASSET RETURNS

    Eventually, this literature has moved from basic data analysis to estimation of particular variants of multifractal models for asset returns via fitting of the empirical (q) and f() functions. Here, we reinvestigate earlier claims of multifractality using four long time series of important financial markets.

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  • Mining  Return on Investment   Glacier Media
    Mining Return on Investment Glacier Media

    Return on Investment (ROI) is a simple enough calculation for an investor to make the benefit (or return) of an investment is divided by its cost, and the result is expressed as a percentage. For longer term investments, the ROI can be discounted to take in the time value of money.

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  • Multifractal Analysis   MATLAB  Simulink</h3>Power Law ProcessesMultifractal AnalysisWhere Is The Process Going Next? Persistent and Antipersistent BehaviorMeasuring Fractal Dynamics of Heart Rate VariabilityReferencesAn important class of signals with scale free dynamics have autocorrelation or power spectral densities (PSD) that follow a power law. A power law process has a PSD of the form C  for some positive constant, C, and some exponent . In some instances, the signal of interest exhibits a power law PSD. In other cases, the signal of interest is corrupted by noise with a power law PSD. These noises are often referred to as colored. Being able to estimate the exponent from realizations of these
    Multifractal Analysis MATLAB Simulink
    Power Law ProcessesMultifractal AnalysisWhere Is The Process Going Next? Persistent and Antipersistent BehaviorMeasuring Fractal Dynamics of Heart Rate VariabilityReferencesAn important class of signals with scale free dynamics have autocorrelation or power spectral densities (PSD) that follow a power law. A power law process has a PSD of the form C for some positive constant, C, and some exponent . In some instances, the signal of interest exhibits a power law PSD. In other cases, the signal of interest is corrupted by noise with a power law PSD. These noises are often referred to as colored. Being able to estimate the exponent from realizations of theseContact Us
  • Multifractal system
    Multifractal system

    A multifractal system is a generalization of a fractal system in which a single exponent is not enough to describe its dynamics; instead, a continuous spectrum of exponents is needed. Multifractal systems are common in nature. They include the length of coastlines, fully developed turbulence, real world scenes, the Sun's magnetic field time series, heartbeat dynamics, human gait and activity, human brain

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  • Risk Analysis in the Mining Industry
    Risk Analysis in the Mining Industry

    3. Project risk management in the mining industry Up to date, mining industry has not performed well in its ability to deliver projects according to the financial and physical paramete rs forecast in the feasibility study process. For example, the pace and scale of current developments in Australia s mineral resources

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  • What is the long term outlook of the metals and mining sector?
    What is the long term outlook of the metals and mining sector?

    An industry agency council was established by the World Economic Forum in 2014 to serve as an advisory board on the future of the mining and metals sector.

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  • 2018 Business Risks and Opportunities Within the Mining
    2018 Business Risks and Opportunities Within the Mining

    Miners who effectively manage these factors and maximize production in areas that return the most value to their company will experience success. Additionally, miners who invest in maximizing the efficiency of their production abilities will be most prepared to take advantage of

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  • STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS
    STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS

    STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS. the multifractal detrended fluctuation analysis is applied to investigate the time series returns simulated by Ising model have the distribution multifractality as well as the correlation multifractality. A multifractal model of asset returns

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  • Value Creation in Mining 2019 Return to Strategy
    Value Creation in Mining 2019 Return to Strategy

    After a deep five year slide, the mining industry started to recover in 2016, aided by significant increases in commodity prices. In 2016 and 2017, the median total shareholder return (TSR) of the 63 leading mining companies in our study was 41% and 23%, respectively.

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  • A Beginner's Guide to Mining Stocks
    A Beginner's Guide to Mining Stocks

    The junior mining stocks are very nearly the exact opposite of mining majors. They tend to have little capital, short histories, and high hopes for huge returns in the future. For the juniors, there are three possible fates. Most common is a failure, which leaves a hole in everyone's pocket,

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  • Metal Mining Industry Management Effectiveness Information
    Metal Mining Industry Management Effectiveness Information

    Metal Mining Industry achieved return on average invested assets of 1.3 % in 4 Q 2019, above Industry average return on investment. ROI decreased compare to previous quarter, due to detoriation of net income. Within Basic Materials sector 8 other industries have achieved higher return

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  • Internal Revenue Service
    Internal Revenue Service

    Mining Industry Overview 5 9/19/2007 Industry Overview The industry program includes issues and trends in coal, metal and non metal segments of the U.S. mining industry. These mining operations include prospecting, exploration, development, production, mineral processing, environmental restoration and reclamation,

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  • [cond mat/0008069] Multifractal returns and Hierarchical
    [cond mat/0008069] Multifractal returns and Hierarchical

    Abstract We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate framework to account simultaneously for correlations across times scales and between a basket of assets.

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  • What is the long term outlook of the metals and mining sector?
    What is the long term outlook of the metals and mining sector?

    An industry agency council was established by the World Economic Forum in 2014 to serve as an advisory board on the future of the mining and metals sector.

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  • Top 10 business risks facing mining and metals 20172018
    Top 10 business risks facing mining and metals 20172018

    the mining and metals sector. Companies will have to be increasingly flexibleand agile in their business models to remain competitive. Miguel Zweig, EY Global Mining Metals Leader Top 10 risks 2017 2018 Over 10 years 2008 (peak of the supercycle) 01 Digital effectiveness 01 Skills shortage 02 Competitive shareholder returns 02 Industry

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  • Metals  Mining Industry Analysis  Fitch Solutions
    Metals Mining Industry Analysis Fitch Solutions

    Fitch Solutions / Article / Metals Mining / Congo, Dem. The Latest On August 6 reports emerged that Glencore plans to shut its major cobalt and copper producing Mutanda mine in the DRC by the end of 2019, citing a deteriorating financial environment due to

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  • Multifractal returns and hierarchical portfolio theory
    Multifractal returns and hierarchical portfolio theory

    Apr 08, 2010We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time

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  • 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 10.5013/IJSSST.a.17.12.15 15.2 ISSN 1473 804x online, 1473 8031 print that the investment environment, represents a period of time on the investment's total return to investors i, is a standard Brownian motion, showing random

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  • "What are Multifractals?"
    "What are Multifractals?"

    Multifractal Spectra. From the pixel mass distribution, FracLac does calculations and returns data and graphics known as multifractal spectra. Put simply, multifractal spectra are the data or graphs showing how a pattern behaves if amplified in certain ways.

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  • Multifractal analysis of Moroccan family business stock
    Multifractal analysis of Moroccan family business stock

    Download Citation Multifractal analysis of Moroccan family business stock returns In this paper, long range temporal correlations at different scales in Moroccan family business stock returns

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  • An industry in transition   SAs mining industry returns
    An industry in transition SAs mining industry returns

    Sep 26, 2019PwCs 11th edition of SA Mine reveals that South Africas mining industry has returned to profitability in 2019 despite a challenging operating environment marred by regulatory uncertainty, energy constraints, labour disputes, illegal mining activities and a shortage of skills.

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  • The Markov Switching Multifractal Model of Asset Returns
    The Markov Switching Multifractal Model of Asset Returns

    The Markov Switching Multifractal Model of Asset Returns GMM Estimation and Linear Forecasting of Volatility April 5, 2006 Abstract Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in nance. The major attraction of these processes is their ability to generate various degrees of

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  • Getting big mining projects right Lessons from (and for
    Getting big mining projects right Lessons from (and for

    More than four out of five mining projects come in late and over budget, by an average of 43 percent. One reason for the poor performance is that project leaders find it

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