Results 151 to 160 of about 132,311 (233)

Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis

This article presents an estimation and analysis of the Hurst exponent for Australian stocks using the wavelet technique. Consistent with Mulligan's (2004) study of US technology stocks, we find that the Hurst exponent varies over the cross-section of ...
Elizabeth Maharaj, Breanna Pellegrini, Robert Brooks   +2 more
core   +1 more source

Identifying current and remitted major depressive disorder with the Hurst exponent: a comparative study on two automated anatomical labeling atlases. [PDF]

Oncotarget, 2017
Jing B, Long Z, Liu H, Yan H, Dong J, Mo X, Li D, Liu C, Li H.   +8 more
europepmc   +1 more source

Cascading Periods of Language-Related Brain Plasticity Across Early Childhood. [PDF]

Dev Sci
Ellwood-Lowe ME, Nishio M, Dufford AJ, Arcaro M, Satterthwaite TD, Mackey AP.   +5 more
europepmc   +1 more source

Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest ...
Woo-Sung Jung, Sunghoon Choi, Gabjin Oh, Cheoljun Eom   +3 more
core  

HURST: MATLAB function to compute the Hurst exponent using R/S Analysis.

H = HURST(X) calculates the Hurst exponent of time series X using the R/S analysis of Hurst [2], corrected for small sample bias [1,3,4]. If a vector of increasing natural numbers is given as the second input parameter, i.e.
Rafal Weron
core  

Glucose metabolism echoes long-range temporal correlations in the human brain. [PDF]

Imaging Neurosci (Camb)
Facca M, Ridolfo A, Celli M, Tarricone C, Mazzonetto I, Volpi T, Vlassenko AG, Goyal MS, Corbetta M, Bertoldo A.   +9 more
europepmc   +1 more source

Thermophysics-Informed Phenomenological Framework for Molten Material Self-Organization in Laser Remelting-Based Surface Polishing: Conceptualization and Preliminary Analysis. [PDF]

Micromachines (Basel)
Bordatchev E.
europepmc   +1 more source

Study of Localized Corrosion Susceptibility of Ni-Based Superalloys Employing Electrochemical Noise Technique. [PDF]

Materials (Basel)
Almeraya-Calderon F, Huerta-Zavala MS, Maldonado-Bandala E, Nieves-Mendoza D, Jaquez-Muñoz JM, Baltazar-Zamora MA, Landa-Ruiz L, Estupinan-Lopez F, Olguin-Coca J, Flores-De Los Rios JP, Gaona-Tiburcio C.   +10 more
europepmc   +1 more source

Quantifying cognitive effort's impact on suppression of epilepsy-associated after discharges. [PDF]

Front Netw Physiol
Beeram SP, Farris M, Hossain S, Rethans N, Kang JY, Pereira EA.   +5 more
europepmc   +1 more source

A fractal-enhanced deep learning framework for forecasting agricultural production in India. [PDF]

Sci Rep
Sharma S, Katiyar K, Sajid M.
europepmc   +1 more source