Results 31 to 40 of about 132,311 (233)
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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Geophysical Research Letters, 2001 Analysis of the Nile river level height time series enabled Harold Edwin Hurst to derive an empirical tH (H > 0.5) law. Reanalysis of the data shows that the result may cause some misunderstanding in using the terms persistence and antipersistence to characterize the series' governing process.
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Strategic Change, EarlyView.ABSTRACT The increasing prevalence of corporate scandals and dysfunction linked to psychopathic leaders has prompted significant research into the drivers and effects of psychopathy in business. This paper examines corporate psychopathy, focusing on individuals with extreme selfishness, callousness, and manipulative behavior who often achieve ...
Florian Fuchs
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INTERPRETATION OF VIBRATION SIGNALS OF COMPLEX ROTOR SYSTEM BASED ON FRACTAL ANALYSIS
Авіаційно-космічна техніка та технологія, 2019 The work analyzes vibration signals obtained by simulating a turbine of a complex rotor system, for example, an aviation gas turbine engine, under conditions of stationary and non-stationary excitations. Four modes of vibration excitation are considered:
Надія Іванівна Бурау +1 more
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HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS [PDF]
International Journal of Theoretical and Applied Finance, 2019 The inverse Lamperti transform of a fractional Brownian motion (fBm) is a stationary process. We determine the empirical Hurst exponent of such a composite process with the help of a regression of the log absolute moments of its increments, at various scales, on the corresponding log scales.
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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
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Monitoring the depth of anaesthesia using Hurst exponent and Bayesian methods
, 2014 This study proposes a novel index MLDoA to identify different anaesthetic states of a patient during surgery. Based on the new index MLDoA, the assessment of depth of anaesthesia (DoA) for a patient can be clearly monitored.
Nguyen-Ky, Tai, Wen, Peng, Li, Yan
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Earth and Space ScienceThe radar surface echo can be separated into coherent and incoherent components by statistical approaches, and the coherent component can be described by a backscattering model related to the RMS height.
Tiansheng Hong +9 more
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Monitoring Pipeline Leaks Using Fractal Analysis of Acoustic Signals
Fractal and FractionalThis paper proposes a method for searching for pipeline leaks by analyzing the Hurst exponent of acoustic signals. The investigations conducted on the laboratory setup and the current pipelines of the water supply system.
Ayrat Zagretdinov +5 more
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The Hurst Exponent of Fermi GRBs
, 2012 Accepted for publication in Monthly Notices of the Royal Astronomical ...
MacLachlan, Glen +7 more
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