Results 11 to 20 of about 19,704 (219)
Application of the Hurst exponent in ecology
Computers & Mathematics with Applications, 2011 AbstractA brief introduction to the Hurst exponent in ecology is given, and the application of the method to rodent populations is illustrated. Results show that the Hurst exponent is very convenient and effective in detecting nonlinear systems in natural populations.
Wang, Yu-Zhi +4 more
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Anticipating volcanic eruptions using rescaled range analysis of volcano-tectonic seismicity [PDF]
Scientific ReportsThe possibility of forecasting volcanic eruptions remains a major challenge for the volcanological scientific community. To date, various techniques based on volcano-tectonic seismicity, endogenous gas emission and satellite imagery have been widely ...
Raúl Pérez-López +7 more
doaj +2 more sources
Temporal Lobe Epilepsy Perturbs the Brain‐Wide Excitation‐Inhibition Balance: Associations with Microcircuit Organization, Clinical Parameters, and Cognitive Dysfunction [PDF]
Advanced ScienceExcitation‐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 +17 more
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Cryptocurrencies and Long-Range Trends
International Journal of Financial Studies, 2023 In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021.
Monica Alexiadou +3 more
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Applied Sciences, 2022 We analyze the empirical series of malaria incidence, using the concepts of autocorrelation, Hurst exponent and Shannon entropy with the aim of uncovering hidden variables in those series.
João Sequeira +3 more
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Statistical Analysis of Nanofiber Mat AFM Images by Gray-Scale-Resolved Hurst Exponent Distributions
Applied Sciences, 2021 Two-dimensional structures, either periodic or random, can be classified by diverse mathematical methods. Quantitative descriptions of such surfaces, however, are scarce since bijective definitions must be found to measure unique dependency between ...
Tomasz Blachowicz +5 more
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Some stylized facts of the Bitcoin market [PDF]
, 2017 In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market.
Bariviera, Aurelio F. +3 more
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Ljapunov Exponents, Hyperchaos and Hurst Exponent
Zeitschrift für Naturforschung A, 2005 Abstract We consider nonlinear dynamical systems with chaotic and hyperchaotic behaviour.We investigate the behaviour of the Hurst exponent at the transition from chaos to hyperchaos. A two-dimensional coupled logistic map is studied.
Willi-Hans Steeb, Eugenio Cosme Andrieu
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Improvement in Hurst exponent estimation and its application to financial markets
Financial Innovation, 2022 This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent.
A. Gómez-Águila +2 more
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Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
Mathematics, 2021 In this paper, we use a statistical arbitrage method in different developed and emerging countries to show that the profitability of the strategy is based on the degree of market efficiency.
Karen Balladares +3 more
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