Results 61 to 70 of about 20,055 (271)
Long-range correlations and nonstationarity in the Brazilian stock market
, 2003 We report an empirical study of the Ibovespa index of the Sao Paulo Stock Exchange in which we detect the existence of long-range correlations. To analyze our data we introduce a rescaled variant of the usual Detrended Fluctuation Analysis that allows us
Bouchaud +18 more
core +1 more source
Response to Comments on PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances [PDF]
, 2010 In this response, we try to give a repair to our previous proof for PCA Based Hurst Exponent Estimator for fBm Signals by using orthogonal projection.
Jianming Hu, +3 more
core +1 more source
Horizons and Challenges: An Overview of Strategies for Circular Economy Education in Schools
Sustainable Development, EarlyView.ABSTRACT Education is fundamental to preparing future professionals for the transition to a circular economy (CE), and it requires the development of competences from the earliest stages of schooling. Nevertheless, teachers continue to face challenges in integrating the circular economy into classroom practice. This article presents a literature review
Maiara Lais Marcon, Simone Sehnem
wiley +1 more source
Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst’s Perspective
IEEE AccessThe Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields such as physics, engineering, mathematics, statistics, economics, psychology, and so on.
Hong-Yan Zhang +3 more
doaj +1 more source
Analysis of Solar Neutrino Data from Super-Kamiokande I and II
Entropy, 2014 We are going back to the roots of the original solar neutrino problem: the analysis of data from solar neutrino experiments. The application of standard deviation analysis (SDA) and diffusion entropy analysis (DEA) to the Super-Kamiokande I and II data ...
Hans J. Haubold +2 more
doaj +1 more source
Relationship between degree of efficiency and prediction in stock price changes
, 2007 This study investigates empirically whether the degree of stock market efficiency is related to the prediction power of future price change using the indices of twenty seven stock markets.
Eom, Cheoljun +2 more
core +1 more source
Hurst exponents, Markov processes, and fractional Brownian motion [PDF]
Physica A: Statistical Mechanics and its Applications, 2007 There is much confusion in the literature over Hurst exponents. Recently, we took a step in the direction of eliminating some of the confusion. One purpose of this paper is to illustrate the difference between fBm on the one hand and Gaussian Markov processes where H not equal to 1/2 on the other.
McCauley, Joseph L. +2 more
openaire +3 more sources
Strategic Management Journal, EarlyView.Abstract Research Summary How can organizations establish collaboration between their established members and a newly hired member? We address this question by studying firms undergoing scaling using a multiple‐case study. We find that widely involving the new hire into the established managers' activities backfires.
Jian Bai Li, Henning Piezunka
wiley +1 more source
Phase Diagram for Turbulent Transport: Sampling Drift, Eddy Diffusivity and Variational Principles [PDF]
, 1999 We study the long-time, large scale transport in a three-parameter family of isotropic, incompressible velocity fields with power-law spectra. Scaling law for transport is characterized by the scaling exponent $q$ and the Hurst exponent $H$, as functions
Albert C. Fannjiang +27 more
core +5 more sources
Journal of Animal Ecology, EarlyView.An IPM2—a combination of an integrated population model and integral projection model—creates a synergistic modelling framework useful for disentangling multiple size‐structured demographic rates and understanding the effectiveness of invasive European green crab removal efforts.
Abigail G. Keller +3 more
wiley +1 more source