Results 131 to 140 of about 132,311 (233)

Long-Range Dependent Traffic Classification with Convolutional Neural Networks Based on Hurst Exponent Analysis. [PDF]

Entropy (Basel), 2020
Filus K, Domański A, Domańska J, Marek D, Szyguła J.   +4 more
europepmc   +1 more source

Regional Hurst Exponent Reflects Impulsivity-Related Alterations in Fronto-Hippocampal Pathways Within the Waiting Impulsivity Network. [PDF]

Front Physiol, 2020
Neufang S, Akhrif A.
europepmc   +1 more source

HURST: RATS procedure to compute a Hurst exponent

Computes a Hurst exponent.Long memory, Hurst ...
Tom Doan
core  

Deep learning approach to fractal surfaces: application to satellite images of urban areas

EPJ Data Science
A Convolutional Neural Network (CNN) approach is proposed to quantify the Hurst exponent H of two-dimensional correlated random matrices. The approach (shortly referred to as RegFractNet) has been tested on deterministic and stochastic fractals and ...
Armando Delgadillo-Jimenez, Carina Toxqui-Quitl, Raúl Castro-Ortega, Aldo Aguilar-Vallejo, Alfonso Padilla-Vivanco, Anna Carbone   +5 more
doaj   +1 more source

Hurst exponents of realized volatility (squares) are significant higher than the hurst exponent of absolute return volatility (triangles).

, 2014
Additionally the Hurst exponent of realized volatility increases with the decreasing of sampling interval .
Zeyu Zheng (602919), Zhi Qiao (602920), Tetsuya Takaishi (602921), Baowen Li (113387), H. Eugene Stanley (602922)   +4 more
core   +1 more source

Hurst Exponent as Implied by Option Prices

Studies in Nonlinear Dynamics & Econometrics
Abstract This paper develops a framework to estimate the ex-ante Hurst exponent for financial returns. It builds on the statistical concept of variance scaling and uses the implied variance term-structure as its sole input. Hence, return persistence is quantified in a forward-looking manner.
openaire   +1 more source

Multifractality approach of a generalized Shannon index in financial time series.

PLoS ONE
Multifractality is a concept that extends locally the usual ideas of fractality in a system. Nevertheless, the multifractal approaches used lack a multifractal dimension tied to an entropy index like the Shannon index. This paper introduces a generalized
Felipe S Abril-Bermúdez, Juan E Trinidad-Segovia, Miguel A Sánchez-Granero, Carlos J Quimbay-Herrera   +3 more
doaj   +1 more source

Hurst exponent analysis in Turkish stock market

This study is about the application of Hurst exponent in an emerging financial market, the Istanbul stock exchange (ISE). The aim of this study was to find out whether ISE daily return series has long-term dependency and multifractality by using Hurst ...
Necmi Gursakal, Sevda Gursakal, Zehra Berna Aydin, Selim Tuzunturk   +3 more
core  

Self‐Affine Scaling of Earth's Islands

Geophysical Research Letters
Earth's relief is approximately self‐affine, meaning a zoom‐in on a small region looks statistically similar to a large region upon rescaling. Fractional Brownian surfaces give an idealized self‐affine model of Earth's relief with one parameter, the ...
Matthew Oline, Jeremy Hoskins, David Seekell, Mary Silber, B. B. Cael   +4 more
doaj   +1 more source

Temporal Lobe Epilepsy Perturbs the Brain‐Wide Excitation‐Inhibition Balance: Associations with Microcircuit Organization, Clinical Parameters, and Cognitive Dysfunction

Advanced Science
Excitation‐inhibition (E/I) imbalance is theorized as a key mechanism in the pathophysiology of epilepsy, with ample research focusing on elucidating its cellular manifestations.
Ke Xie, Jessica Royer, Raul Rodriguez‐Cruces, Linda Horwood, Alexander Ngo, Thaera Arafat, Hans Auer, Ella Sahlas, Judy Chen, Yigu Zhou, Sofie L. Valk, Seok‐Jun Hong, Birgit Frauscher, Raluca Pana, Andrea Bernasconi, Neda Bernasconi, Luis Concha, Boris C. Bernhardt   +17 more
doaj   +1 more source