Tests of random walk models of the term structure generally fail to reject the null hypothesis, whereas direct tests of the fair game--efficient markets (FGEM) hypothesis generally reject the null.
Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a ...
To comprehend the multipartite organization of large-scale biological and social systems, we introduce an information theoretic approach that reveals community structure in weighted and directed ...
We've gotten really good at generating big datasets. From what we search for on Google to all the stuff we do on Facebook, we generate a lot of data. And there have in turn been a proliferation of ...