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QUIZ: Limits of Statistics, Nonlinearities, and EconoPhysics
16 Questions (One Correct Answer per Question)
Limits of Statistics
Q1: What is a major limitation of hypothesis testing in financial econometrics compared to the hard sciences?
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Q2: Which of the following statements about financial data distributions is correct?
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Q3: Why do traditional Autocorrelation Functions (ACF) often fail in financial time series analysis?
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Q4: Why do confidence intervals in financial econometrics often lose reliability?
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Q5: Which of the following is a primary obstacle when evaluating real trading strategies according to Professor J.P. Bouchaud?
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Q6: What does ergodicity imply in the context of a dynamic or stochastic system?
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Q7: What is the primary challenge when analyzing financial markets in relation to ergodicity?
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Q8: In the context of model selection for financial trading strategies, what does the "robustness versus performance tradeoff" generally describe?
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Nonlinearities
Q9: In the context of measuring the nonlinearity of asset returns, which of the following statements about the Binned Entropy (BE) statistic is true?
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Q10: Which of the following best describes the Lempel-Ziv Complexity (LZC) test statistic used to measure the complexity of asset returns?
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Q11: Which of the following best describes the behavior of a time series with a large positive Lyapunov Exponent (LE)?
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Q12: What does it mean if the C3 statistic of asset returns is significantly different from zero?
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Q13: Which type of pattern does a high Petrosian Fractal Dimension (PFD) capture in asset returns?
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EconoPhysics
Q14: In Econophysics, what is a key characteristic of complex adaptive systems with respect to financial markets?
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Q15: Which key feature of Agent-Based Models (ABM) differentiates them from traditional economic models like Dynamic Stochastic General Equilibrium (DSGE)?
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Q16: Which of the following is a key advantage of Agent-Based Models (ABM) in financial markets, according to Professor J.P. Bouchaud?
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