Results 151 to 160 of about 20,055 (271)
Cadernos CajuínaThis paper introduces DFA-WK, a novel methodology designed to robustly estimate the Hurst exponent (H) in complex, non-stationary time series exhibiting regime shifts and multiscale heterogeneity.
Raquel Romes Linhares +1 more
doaj +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
An investigation on the relationship between the Hurst exponent and the predictability of a rainfall time series [PDF]
, 2019 C. Sivapragasam +5 more
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
Prediction of the remaining useful life of cutting tool using the Hurst exponent and CNN-LSTM
, 2021 Xiaoyang Zhang +3 more
openalex +2 more sources
Why do Hurst exponents of traded value increase as the logarithm of company size?
, 2006 Zoltán Eisler, János Kertész
openalex +1 more source
Does Crude Oil Market Efficiency Improve After the Lift of the U.S. Export Ban? Evidence From Time-Varying Hurst Exponent [PDF]
, 2020 Ying-Hui Shao
openalex +1 more source
A Brainnetome Atlas Based Mild Cognitive Impairment Identification Using Hurst Exponent. [PDF]
Front Aging Neurosci, 2018 Long Z +6 more
europepmc +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 +2 more
core