The Hurst Exponent as an Indicator to Anticipate Agricultural Commodity Prices. [PDF]
Entropy (Basel), 2023 Anticipating and understanding fluctuations in the agri-food market is very important in order to implement policies that can assure fair prices and food availability.
Pérez-Sienes L +3 more
europepmc +2 more sources
Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst’s Perspective [PDF]
IEEE Access, 2023 The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields such as physics, engineering, mathematics, statistics, economics, psychology, and so on.
Hong-Yan Zhang +3 more
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Improvement in Hurst exponent estimation and its application to financial markets
Financial Innovation, 2022 This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent.
A. Gómez-Águila +2 more
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Statistical Analysis of Nanofiber Mat AFM Images by Gray-Scale-Resolved Hurst Exponent Distributions
Applied Sciences, 2021 Two-dimensional structures, either periodic or random, can be classified by diverse mathematical methods. Quantitative descriptions of such surfaces, however, are scarce since bijective definitions must be found to measure unique dependency between ...
Tomasz Blachowicz +5 more
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Hurst Exponent Analysis of Resting-State fMRI Signal Complexity across the Adult Lifespan. [PDF]
Front Neurosci, 2018 Exploring functional information among various brain regions across time enables understanding of healthy aging process and holds great promise for age-related brain disease diagnosis.
Dong J, Jing B, Ma X, Liu H, Mo X, Li H.
europepmc +2 more sources
Mathematics, 2021 When conducting an analysis of nature’s time series, such as meteorological ones, an important matter is a long-range dependence to quantify the global behavior of the series and connect it with other physical characteristics of the region of study.
Francisco Gerardo Benavides-Bravo +5 more
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Random walks, Hurst exponent, and market efficiency
Quality & QuantityAbstract Market efficiency assumes that prices in financial markets are perfectly informative and, therefore, it is not possible to design trading strategies that outperform the market. The concept of efficiency has important implications for financial stability and, consequently, for financial policies. If asset returns exhibit persistent or
Giuseppe Pernagallo
openaire +3 more sources
Multi-scale entropy analysis and Hurst exponent [PDF]
Physica A: Statistical Mechanics and its Applications, 2019 Abstract Several methods exist for measuring the complexity in a system through analysis of its associated time series. Multi-scale entropy appears as a successful method on this matter. It has been applied in many disciplines with great achievements. For example by analysis of the bio-signals, we are able to diagnose various diseases.
Mollaei, Saeid +2 more
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Anticipating volcanic eruptions using rescaled range analysis of volcano-tectonic seismicity. [PDF]
Sci RepThe possibility of forecasting volcanic eruptions remains a major challenge for the volcanological scientific community. To date, various techniques based on volcano-tectonic seismicity, endogenous gas emission and satellite imagery have been widely ...
Pérez-López R +7 more
europepmc +2 more sources
Detection of hemodynamic changes in a porcine lipopolysaccharide model of systemic inflammation using dynamic light scattering measurements of the microcirculation. [PDF]
Front Med (Lausanne)BackgroundThe microcirculation is affected during sepsis, yet there is currently no clinically available technology for sepsis detection in the microcirculation.
Te Nijenhuis LH +8 more
europepmc +2 more sources