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

Table 3:

Asset MLHE window Interval, number of points Signal threshold, in the number of mean values The normalized value of a large motion, (4.1) Faithful signals of MLHE(4.1)/RSG Total number of signals
AT&T 320 50 1.6 5.38 0.85/0.25 72
Apple 320 60 3.7 7.84 0.80/0.19 50
H&P 320 50 2.3 8.35 0.76/0.18 67
Coca-cola 320 50 2.4 5.24 0.84/0.24 60
IBM 320 40 4 6.57 0.53/0.20 32
Intel 320 70 2.5 8.19 0.85/0.19 68
Microsoft 320 40 3.8 8.13 0.81/0.14 43
Google 320 30 4 9.41 0.30/0.11 17
McDonalds 320 60 1.7 5.52 0.73/0.19 68
Exxon 320 60 0.8 6.06 0.88/0.25 101
Kraft Foods 320 30 2 8.33 0.70/0.25 30
Pfizer 320 40 3.6 5.89 0.9/0.23 48
Bank Of America 320 40 4 7.52 0.83/0.20 40
D&J-ind 320 70 2 3.14 0.80/0.25 51
Gazprom 320 200 1.4 8.51 0.52/0.33 94
Lukoil 320 220 2.1 8.18 0.66/0.33 53
Sberbank 320 190 2.7 12 0.52/0.33 67
RTSI index 320 200 2.6 6.70 0.73/0.24 45
MTS 320 210 3.1 12 0.46/0.30 48
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