Results 101 to 110 of about 132,311 (233)
Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case [PDF]
In this paper, we test the weak-form stock market efficiency for the Tunisian stock market (TSE). Our empirical approach is founded on the analysis of the behaviour over time of the Hurst's exponent.
Chaker Aloui, Ben hamida Hela
core
Financial Applications of Human Perception of Fractal Time Series [PDF]
, 2015 The purpose of this thesis is to explore the interaction between people’s financial behaviour and the market’s fractal characteristics. In particular, I have been interested in the Hurst exponent, a measure of a series’ fractal dimension and ...
Sobolev, D
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Algorithms, 2018 The significant task for control performance assessment (CPA) is to review and evaluate the performance of the control system. The control system in the semiconductor industry exhibits a complex dynamic behavior, which is hard to analyze.
Kai Liu +3 more
doaj +1 more source
Investigating the muti-scaling properties and connectedness of the sovereign bond yields: Hurst exponent and network analysis approach. [PDF]
Heliyon, 2023 Das S, Pan A, Jain NK.
europepmc +1 more source
Dynamic Hurst Exponent in Time Series
, 2019 The market efficiency hypothesis has been proposed to explain the behavior of time series of stock markets. The Black-Scholes model (B-S) for example, is based on the assumption that markets are efficient. As a consequence, it is impossible, at least in principle, to "predict" how a market behaves, whatever the circumstances.
Campos, Carlos Arturo Soto +2 more
openaire +2 more sources
Human Resource Management, Volume 65, Issue 5, Page 1407-1427, September/October 2026.ABSTRACT Organizational scholars have begun to recognize the importance of social cohesion, but we know little about how it can lead to broader social impact, and even less about the role of human resource management (HRM) in these processes. To investigate this link, we examined corporate community co‐development as a particularly impactful HRM ...
Cristina B. Gibson +3 more
wiley +1 more source
hurst-estimators: A Python library for Hurst exponent estimation
<p>9 Hurst estimation methods are added. fGn simulation using circulation embedding method is added.</p> <p>PYPI distribution: https://pypi.org/project/hurst-estimators/</p>If you use this software, please cite it as ...
Edes, Aras
core +1 more source
Urban ScienceEnvironmental comfort and air pollution are among the most important indicators for assessing the population’s quality of life in urban agglomerations. This study aims to explore long-term memory in air pollution time series by analyzing the dynamics of ...
Oleksandr Kuchanskyi +5 more
doaj +1 more source
Land Degradation &Development, Volume 37, Issue 15, Page 10763-10783, September 2026.ABSTRACT The equilibrium between ecosystem service supply and demand relationships (ESSDR) is essential for regional sustainable development. Understanding the relationship between human activity intensity (HAI) and ESSDR from the perspective of land use transformation (LT) is important for ecological management and governance.
Rongping Liang +6 more
wiley +1 more source
A Fault Diagnosis Scheme Using Hurst Exponent for Metal Particle Faults in GIL/GIS. [PDF]
Sensors (Basel), 2022 Duan D, Ma H, Yan Y, Yang Q.
europepmc +1 more source