Results 31 to 40 of about 20,055 (271)
The identification of the long-term dependence in the sale of commodities [PDF]
Modern Management ReviewThe paper presents the algorithm and interpretation of Hurst exponent. It has been used during the analysis of sales in selected enterprise. The Hurst exponent was calculated empirically and theoretically, then the data was compared to verify if the ...
Krystyna Skoczylas
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Applied Sciences, 2023 Two-dimensional fractional Brownian motion (2D FBM) is an effective model for describing natural scenes and medical images. Essentially, it is characterized by the Hurst exponent (H) or its corresponding fractal dimension (D).
Yen-Ching Chang, Jin-Tsong Jeng
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Надежность и качество сложных систем, 2023 Background. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples.
Aleksandr I. Ivanov +2 more
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Cogent Economics & Finance, 2023 This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE).
Kinda Dooba, Sulaiman Mouselli
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Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? [PDF]
Physica A: Statistical Mechanics and its Applications, 2015 In this note, we investigate possible relationships between the bivariate Hurst exponent $H_{xy}$ and an average of the separate Hurst exponents $\frac{1}{2}(H_x+H_y)$. We show that two cases are well theoretically founded. These are the cases when $H_{xy}=\frac{1}{2}(H_x+H_y)$ and $H_{xy}\frac{1}{2}(H_x+H_y)$ is not possible regardless of stationarity
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Use of fractal analysis to evaluate the surface quality of agricultural machinery parts
BIO Web of Conferences, 2020 The research of the determination of the fractal characteristics of the surface of a material proposes the use of a stationary profilograph and a computer program for calculating the Hurst exponent.
Bavykin Oleg +4 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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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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Comparative study of nonlinear properties of EEG signals of a normal person and an epileptic patient [PDF]
, 2009 Background: Investigation of the functioning of the brain in living systems has been a major effort amongst scientists and medical practitioners. Amongst the various disorder of the brain, epilepsy has drawn the most attention because this disorder can ...
A Krakovská +37 more
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Searching for long memory effects in time series of central Europe stock market indices
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2008 This article deals with one of the important parts of applying chaos theory to financial and capital markets – namely searching for long memory effects in time series of financial instruments.
Luboš Střelec
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