Exact Hurst exponent and crossover behavior in a limit order market model
R. D. Willmann +2 more
openalex +1 more source
Exploring Mean Reversion Dynamics in Financial Markets: Insights from Hurst Exponent Analysis
Shifa Hasan, Renu Ghosh
openalex +1 more source
Preliminaries on the accurate estimation of the Hurst exponent using time series (Draft 1)
Ginno Millán
openalex +2 more sources
Anomaly Detection in IoT Communication Network Based on Spectral Analysis and Hurst Exponent [PDF]
Paweł Dymora, Mirosław Mazurek
openalex +1 more source
On Estimation of Hurst Scaling Exponent through Discrete Wavelets [PDF]
P. Manimaran +2 more
openalex +1 more source
Hydrological drought trends and seasonality in selected Polish catchments between 1993 and 2022 using a threshold based approach. [PDF]
Janicka-Kubiak E.
europepmc +1 more source
Study on the impact of incentive mechanisms on the work efficiency of tower crane drivers based on EEG. [PDF]
Wang F, Luo A, Chen D, Zhang X.
europepmc +1 more source
Complexity analyses of geomagnetic and solar activity indices time series. [PDF]
Javaherian M +4 more
europepmc +1 more source

