Results 191 to 200 of about 5,580 (241)

Non-linear dynamics of United States streamflow dataset. [PDF]

Data Brief
Raczyński K, Grala K, Cartwright JH.
europepmc   +1 more source

From visibility graphs to cognition. [PDF]

Front Netw Physiol
Gautam S, Grigolini P.
europepmc   +1 more source

Incorporating long-range dependence and fractal features in turbulence spectra. [PDF]

Sci Rep
Cheng S, Jetti YS, Neary VS, Ostoja-Starzewski M, Chamorro LP.   +4 more
europepmc   +1 more source

Excitation-inhibition balance abnormally shapes structure-function coupling of gray matter in Parkinson's disease. [PDF]

NPJ Parkinsons Dis
Cao Z, Wang N, Hu H, Zhang H, Wu J, Shang S.   +5 more
europepmc   +1 more source

Wired Differently? Brain Temporal Complexity and Intelligence in Autism Spectrum Disorder. [PDF]

Brain Sci
Sokunbi MO, Soula O, Ochieng B, Staff RT.   +3 more
europepmc   +1 more source

Forecasting VIX with Hurst Exponent

, 2022
The VIX is a proxy for the implied volatility, computed con- sidering Standard & Poor’s 500 Index data. It widely regarded as a mea- sure of turbulence in U.S. and global financial markets. Hence, forecasting the VIX is essential for both portfolio managers and policy makers.
Bianchi Sergio, Mattera Raffaele, Di Sciorio Fabrizio   +2 more
openaire   +3 more sources

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Introducing Hurst exponent in pair trading

Physica A: Statistical Mechanics and Its Applications, 2017
Abstract In this paper we introduce a new methodology for pair trading. This new method is based on the calculation of the Hurst exponent of a pair. Our approach is inspired by the classical concepts of co-integration and mean reversion but joined under a unique strategy. We will show how Hurst approach presents better results than classical Distance
JOSÉ Pedro Ramos-Requena, Juan E Trinidad-Segovia, M A Sánchez-Granero   +2 more
exaly   +3 more sources

Pairs trading using Hurst exponent

, 2020
The study documented in this thesis uses the method called ‘detrended fluctuation analysis (DFA)' to examine the relationship between the companies listed on Standard and Poor (S&P)'s Australian Securities Exchange (ASX) 200 using ten years of data from 2010–2019.
Abhay Kulkarni (13190868)
openaire   +2 more sources

Correlation between Hurst exponent and largest Lyapunov exponent on a coupled map lattice [PDF]

Physica A: Statistical Mechanics and Its Applications
Positive correlations have been made between the Hurst exponent and the largest Lyapunov exponent using various one-dimensional maps by other authors.
A Mcallister
exaly   +2 more sources