Results 51 to 60 of about 20,055 (271)
Stock price fluctuations and the mimetic behaviors of traders [PDF]
, 2006 We give a stochastic microscopic modelling of stock markets driven by continuous double auction. If we take into account the mimetic behavior of traders, when they place limit order, our virtual markets shows the power-law tail of the distribution of ...
Albert +11 more
core +2 more sources
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
doaj +1 more source
Estimation of the Hurst Parameter in Spot Volatility
Mathematics, 2022 This paper contributes in three stages in a logic of the cognitive process: we firstly propose a new estimation of Hurst exponent by changing frequency method which is purely mathematical.
Yicun Li, Yuanyang Teng
doaj +1 more source
Distinguishing fractional and white noise in one and two dimensions
, 2000 We discuss the link between uncorrelated noise and Hurst exponent for one and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height ...
A. L. Barabási +12 more
core +1 more source
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.
openaire +1 more source
Spectrum-based estimators of the bivariate Hurst exponent [PDF]
Physical Review E, 2014 We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration during estimation, a simulation ...
openaire +3 more sources
A self-organized critical model and multifractal analysis for earthquakes in Central Alborz, Iran
Scientific Reports, 2022 This paper is devoted to a phenomenological study of the earthquakes in central Alborz, Iran. Using three observational quantities, namely the weight function, the quality factor, and the velocity model in this region, we develop a modified dissipative ...
M. Rahimi-Majd, T. Shirzad, M. N. Najafi
doaj +1 more source
Exploration of the Predictive Validity of Middle School Math Screeners
Psychology in the Schools, EarlyView.ABSTRACT Universal screening is a key element of multi‐tiered systems of support. Relative to literacy, fewer studies have investigated the psychometric properties of math assessments particularly amongst middle school students. We investigated whether outcomes from two types of curriculum‐based measures (CBMs), computational fluency (M‐COMP) and ...
Ethan R. Van Norman +2 more
wiley +1 more source
Ascertaining Time Series Predictability in Process Control – Case Study on Rainfall Prediction
MATEC Web of Conferences, 2018 Rainfall prediction is a challenging task due to its dependency on many natural phenomenon. Some authors used Hurst exponent as a predictability indicator to ensure predictability of the time series before prediction.
Sivapragasam Chandrasekaran +3 more
doaj +1 more source
Nonlinear complexity analysis of brain FMRI signals in schizophrenia. [PDF]
PLoS ONE, 2014 We investigated the differences in brain fMRI signal complexity in patients with schizophrenia while performing the Cyberball social exclusion task, using measures of Sample entropy and Hurst exponent (H).
Moses O Sokunbi +7 more
doaj +1 more source