Long-term memory and its evolution in returns of PX between 1999 and 2009 [PDF]
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process.
Kristoufek, Ladislav
core +1 more source
Hurst Exponent Analysis of Resting-State fMRI Signal Complexity across the Adult Lifespan. [PDF]
Dong J, Jing B, Ma X, Liu H, Mo X, Li H.
europepmc +1 more source
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
core
Identifying current and remitted major depressive disorder with the Hurst exponent: a comparative study on two automated anatomical labeling atlases. [PDF]
Jing B +8 more
europepmc +1 more source
The Development of Neural Inhibition across Species: Insights from the Hurst Exponent. [PDF]
Nishio M +8 more
europepmc +1 more source
Random walks, Hurst exponent, and market efficiency
Abstract 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
openaire +2 more sources
Increased regional Hurst exponent reflects response inhibition related neural complexity alterations in pediatric bipolar disorder patients during an emotional Go-Nogo task. [PDF]
Guo YB +10 more
europepmc +1 more source
Stride-to-Stride Fluctuations and Temporal Patterns of Muscle Activity Exhibit a Stronger Relationship in Running-Induced Fatigue. [PDF]
Chalitsios C +3 more
europepmc +1 more source
Evaluation of long-range temporal correlations during overt and covert attention in a steady state visual evoked potential based brain-computer interface. [PDF]
İşcan Z.
europepmc +1 more source
Wobble-Board Dynamics Identify Individual Signatures of Balance Control for Clinical Assessment. [PDF]
Deligiannis T, Mangalam M.
europepmc +1 more source

