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Forecasting And Stock Market Critical Points Analysis Using Modified Local Holder Exponents

Table 1:

Assets MLHE window Interval, number of points(2.1)/(2.2) Signal threshold in the number of mean values(2.1)/(2.2) The normalized value of large motion (2.1)/(2.2) Faithful signals of MLHE(2.1)/RSG Faithful signals of MLHE(2.2)/RSG Total number of signals(2.1)/(2.2)
AT&T 320 70/40 1.8/2.2 0.0043/0.0023 0.81/0.35 0.90/0.5 70/57
Apple 320 50/50 1.9/1.9 0.0047/0.0035 0.86/0.33 0.95/0.49 87/87
H&P 320 70/70 2.9/2.9 0.0066/0.0047 0.82/0.33 0.89/0.51 60/60
Coca-cola 320 40/40 2.8/2.8 0.0030/0.0024 0.85/0.36 0.89/0.49 56/56
IBM 320 90/40 4.0/3.4 0.0062/0.0029 0.75/0.35 0.80/0.49 32/35
Intel 320 50/50 2.9/2.9 0.0052/0.0037 0.93/0.35 0.95/0.49 61/61
Microsoft 320 70/70 1.2/1.2 0.0057/0.0042 0.82/0.34 0.89/0.50 89/89
Google 320 90/130 0.8/4 0.0091/0.0093 0.52/0.34 0.82/0.50 44/17
McDonalds 320 60/40 1.7/2.8 0.0041/0.0024 0.78/0.36 0.89/0.51 68/54
Exxon 320 50/50 4/4 0.0040/0.0030 0.92/0.35 1.0/0.50 52/52
Kraft Foods 320 40/40 3.9/3.9 0.0050/0.0038 0.80/0.35 0.92/0.50 26/26
Pfizer 320 40/50 3.7/2.8 0.0035/0.0032 0.89/0.38 0.93/0.49 45/53
Bank Of America 320 40/40 4/1.3 0.0043/0.0033 0.83/0.33 0.90/0.47 40/72
D&J-ind 320 70/80 2.2/3.1 0.0028/0.0023 0.83/0.33 0.95/0.51 48/39
Gazprom 320 210/200 2.4/2.4 0.0129/0.0113 0.51/0.39 0.6/0.5 77/77
Lukoil 320 200/220 3.1/2.7 0.0116/0.0108 0.55/0.39 0.7/0.5 38/43
Sberbank 320 220/190 2.9/1.1 0.0193/0.0149 0.53/0.38 0.6/0.5 65/110
RTSI index 320 190/220 2.6/2.6 0.0116/0.0110 0.69/0.37 0.78/0.5 45/45
MTS 320 220/220 1.5/3.9 0.0161/0.0131 0.56/0.37 0.66/0.47 83/36
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