Results 121 to 130 of about 132,311 (233)

Hurst Exponent and Randomness in Time Series

, 2011
Cílem této práce je ověřit, zda odhad Hurstova exponentu prostřednictvím R/S analýzy dokáže rozpoznat některé procesy obsahující deterministickou složku jako nenáhodné a vyhodnotit časové řady výnosů tří vybraných akciových titulů obchodovaných na BCPP ...
Zeman, Martin
core   +1 more source

From Competition to Compartmentalization: Rethinking Türkiye‐Gulf Relations

Middle East Policy, Volume 33, Issue 3, Autumn (Fall) 2026.
Abstract For nearly a decade following the Arab uprisings, relations between Ankara and key Gulf capitals were marked by intense rivalry and proxy contestation across several regional arenas, notably in Egypt and Syria. Why did relations shift toward pragmatic cooperation after such prolonged polarization?
Betul Dogan‐Akkas
wiley   +1 more source

Bert Hurst

, 1990
"Bert. Hurst. 12229 RAAF 6RSU. Fenton 24. Liberator. Sqdn's 1945."Bert Hurst. 12229. Royal Australian Air Force. 6 Repair and Servicing Unit, Fenton.
Hurst, Bert
core  

Detection of hemodynamic changes in a porcine lipopolysaccharide model of systemic inflammation using dynamic light scattering measurements of the microcirculation

Frontiers in Medicine
BackgroundThe microcirculation is affected during sepsis, yet there is currently no clinically available technology for sepsis detection in the microcirculation.
Louwrina H. te Nijenhuis, Norani H. Gangaram-Panday, Patricia A. C. Specht, Ilya Fine, Nimrod Elstein, Egbert G. Mik, Floor A. Harms, Irwin K. M. Reiss, Willem van Weteringen, Willem van Weteringen   +9 more
doaj   +1 more source

Riemann-Liouville fractional Brownian motion with random Hurst exponent [PDF]

We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst exponent.
Woszczek, Hubert, Chechkin, Aleksei, Wylomanska, Agnieszka   +2 more
core   +2 more sources

Generalized Hurst exponent for different order q.

, 2017
(Color online) Ensemble average of the generalized Hurst exponent h(q) versus the relative temperature T/Tc for different order q with different system sizes.
Yijiang Zou (3687769), Wei Li (7081), Longfeng Zhao (3687778), Chunbin Yang (3687775), Zhu Su (3687766), Jihui Han (3687772)   +5 more
core   +1 more source

Hurst Exponent and Randomness in Time Series

, 2010
The main goal of this thesis is to test the ability of the Hurst exponent to recognise some processes with deterministic signal as nonrandom and to test the randomness of daily stock returns of three stocks traded in BCPP.
Zeman, Martin
core  

the Hurst exponent

, 2015
This study proposes the Hurst exponent (H) to detect persistence in the Palmer Drought Severity Index (PDSI) over Turkey. Since a fractal structure admits the behaviour of global determinism and local randomness, the H exponent values could be used to ...
Hasan Tatli, Tatlı, Hasan
core   +1 more source

Portuguese stock market: A long-memory process?

Business: Theory and Practice, 2011
This paper gives a basic overview of the various attempts at modelling stochastic processes for stock markets with a specific application to the Portuguese stock market data.
Sameer Rege, Samuel Gil Martín
doaj  

Graph-Based Stock Volatility Forecasting with Effective Transfer Entropy and Hurst-Based Regime Adaptation

Fractal and Fractional
This study proposes a novel hybrid model for stock volatility forecasting by integrating directional and temporal dependencies among financial time series and market regime changes into a unified modeling framework.
Sangheon Lee, Poongjin Cho
doaj   +1 more source