Results 261 to 270 of about 235,462 (293)

Analog of the Kolmogorov Equations for One-Dimensional Stochastic Differential Equations Controlled by Fractional Brownian Motion with Hurst Exponent $$H\in (0,1)$$

Differential equations, 2022
M. M. Vas’kovskii
semanticscholar   +1 more source

Chapter 42 - The Hurst Exponent

2023
Christian Hafner, Wolfgang Karl Härdle
openaire   +1 more source

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

Fractional Brownian motion with two-variable Hurst exponent

Journal of Computational and Applied Mathematics, 2021
Hamidreza Maleki Almani, S. Hosseini, M. Tahmasebi   +2 more
semanticscholar   +1 more source

Existence of Long Memory in Crude Oil and Petroleum Products: Generalised Hurst Exponent Approach

, 2021
A. Tiwari, Zaghum Umar, Faisal Alqahtani
semanticscholar   +1 more source

A facile method for Tauc exponent and corresponding electronic transitions determination in semiconductors directly from UV–Vis spectroscopy data

Optical Materials, 2022
Łukasz Haryński, Adrian Olejnik, Katarzyna Grochowska   +2 more
exaly  

Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory

, 2021
Liang Ding, Yi Luo, Yan Lin, Yirong Huang   +3 more
semanticscholar   +1 more source

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

Physica A: Statistical Mechanics and its Applications
A. McAllister, M. McCartney, D. H. Glass
semanticscholar   +1 more source

Hyperspectral redundancy detection and modelling with local hurst exponent

Physica A: Statistical Mechanics and its Applications, 2021
Jian-hui Li, Qiaozhi Li, Fang Wang, Fan Liu   +3 more
semanticscholar   +1 more source

Hurst exponent approach through rescaled range analysis to study the time series of summer monsoon rainfall over northeast India

Theoretical and Applied Climatology, 2020
Srishti Pal, S. Dutta, Tamanna Nasrin, S. Chattopadhyay   +3 more
semanticscholar   +1 more source