Results 151 to 160 of about 235,462 (293)

Evidence of crossover phenomena in wind speed data

, 2004
In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$ processes with ...
Kavasseri, Rajesh G., Nagarajan, Radhakrishnan   +1 more
core   +1 more source

Preliminaries on the accurate estimation of the Hurst exponent using time series (Draft 3)

, 2021
Ginno Millán
openalex   +1 more source

Why do Hurst exponents of traded value increase as the logarithm of company size?

, 2006
Zoltán Eisler, János Kertész
openalex   +1 more source

Heterogeneous Agents Model with the Worst Out Algorithm [PDF]

Heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period.
Lukáš Vácha, Miloslav Vošvrda
core   +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

Persistence Characteristics of Latin American Financial Markets [PDF]

The financial rates of return from Latin American stock and currency markets are found to be non-normal, non-stationary, non-ergodic and long-term dependent, i.e., they have long memory.
Cornelis A. Los, Nyonyo Kyaw, Sijing Zong   +2 more
core  

A Brainnetome Atlas Based Mild Cognitive Impairment Identification Using Hurst Exponent. [PDF]

Front Aging Neurosci, 2018
Long Z, Jing B, Guo R, Li B, Cui F, Wang T, Chen H.   +6 more
europepmc   +1 more source

Anova-Based Method for Hurst Exponent Estimation of Heart Rate Variability Sequences

, 2014
Galya Georgieva-Tsaneva, M Dimitrova
openalex   +1 more source

The “Fast Transients” of Defense Spending and the Hurst Exponent: Evidence from the War and Navy Departments 1792-1957

, 2022
DJ Lane
openalex   +1 more source

The effect of the underlying distribution in Hurst exponent estimation. [PDF]

PLoS One, 2015
Sánchez MÁ, Trinidad JE, García J, Fernández M.   +3 more
europepmc   +1 more source