Assessment of the state of the computer system based on the hurst exponent [PDF]
, 2017 The method of identifying abnormal behavior of computer systems based on the Hurst exponent is examined in this report. Results of the research suggest the possibility of using the Hurst exponent for identifying the anomalous behavior of computer systems
Chelak, Viktor +2 more
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Modeling and forecasting time series of precious metals: a new approach to multifractal data
Financial Innovation, 2019 We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale.
Emrah Oral, Gazanfer Unal
doaj +1 more source
Stability analysis of titanium alloy milling by multiscale entropy and Hurst exponent [PDF]
, 2015 Rafał Rusinek, Marek Borowiec
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Martingales, the efficient market hypothesis, and spurious stylized facts [PDF]
, 2007 The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent Hs=1/2, when the increments are ...
Bassler, Kevin E. +2 more
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Inclusion of health equity variables in UK national anaesthesia projects
Anaesthesia, Volume 81, Issue 1, Page 138-139, January 2026.
Sarah Hudson +2 more
wiley +1 more source
Fractal and FractionalThis 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
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Visualization of Chaos for Finance Majors [PDF]
Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0Logistic Equation, Visualization, Strange Attractor, Chaos, Hurst ...
CORNELIS A. LOS
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Long-Range Dependent Traffic Classification with Convolutional Neural Networks Based on Hurst Exponent Analysis. [PDF]
Entropy (Basel), 2020 Filus K +4 more
europepmc +1 more source
Relationship between Continuum of Hurst Exponents of Noise-like Time Series and the Cantor Set [PDF]
, 2021 Maria C. Mariani +4 more
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Regional Hurst Exponent Reflects Impulsivity-Related Alterations in Fronto-Hippocampal Pathways Within the Waiting Impulsivity Network. [PDF]
Front Physiol, 2020 Neufang S, Akhrif A.
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