Markus Vogl

Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework

Markus Vogl · Chaos Solitons & Fractals · 2022 · 52 citations

Social Sciences, Economics, Finance +17

Controversy in financial chaos research and nonlinear dynamics: A short literature review

Markus Vogl · Chaos Solitons & Fractals · 2022 · 32 citations

Natural Sciences, Economics, Finance +16

Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?

Markus Vogl, Peter Rötzel · Communications in Nonlinear Science and Numerical Simulation · 2022 · 27 citations

Business, Economics, Finance +14

Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets

Markus Vogl, Peter Rötzel, Stefan Homes · Machine Learning with Applications · 2022 · 22 citations · Full text

Business, Economics, Finance +15

Chaos measure dynamics in a multifactor model for financial market predictions

Markus Vogl · Communications in Nonlinear Science and Numerical Simulation · 2023 · 18 citations

Business, Economics, Finance +16