Results 201 to 210 of about 19,704 (219)

The Hurst’s exponent in technical analysis signals

2006
The fractal nature of financial data has been investigated through literature. The aim of this paper is to use the information given by the detection of the fractal measure of data in order to provide support for trading decisions when dealing with technical analysis signals that can be used to trigger buy/sell orders.
openaire   +2 more sources

An early-warning method for rock failure based on Hurst exponent in acoustic emission/microseismic activity monitoring

Bulletin of Engineering Geology and the Environment, 2021
Zhen Li, Rongchao Xu
exaly  

Temporal detection of sharp landslide deformation with ensemble-based LSTM-RNNs and Hurst exponent

Geomatics, Natural Hazards and Risk, 2021
Huajin Li, Yusen He, Xuanmei Fan
exaly  

On Hurst exponent estimation under heavy-tailed distributions

Physica A: Statistical Mechanics and Its Applications, 2010
Jozef Barunik, Ladislav Kristoufek
exaly  

Spatiotemporal drought variability on the Mongolian Plateau from 1980–2014 based on the SPEI-PM, intensity analysis and Hurst exponent

Science of the Total Environment, 2018
Siqin Tong, Yongfang Wang, Yuhai Bao
exaly  

Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series

Physica A: Statistical Mechanics and Its Applications, 2012
Tomaso Aste
exaly  

The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach

Finance Research Letters, 2016
Xiaoye Jin
exaly  

TTA, a new approach to estimate Hurst exponent with less estimation error and computational time

Physica A: Statistical Mechanics and Its Applications, 2020
Ali Maleki
exaly  

An investigation on the relationship between the Hurst exponent and the predictability of a rainfall time series

Meteorological Applications, 2019
Saravanan Poomalai
exaly  

Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework

Chaos, Solitons and Fractals, 2023
exaly