Results 81 to 90 of about 5,559 (235)
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis
MathematicsThis paper proposes a deep neural network (DNN) model to estimate the Hurst exponent, a crucial parameter in modelling stock market price movements driven by fractional geometric Brownian motion.
Luca Di Persio, Tamirat Temesgen Dufera
doaj +1 more source
Denoising for satellite laser altimetry full-waveform data based on EMD-Hurst analysis
International Journal of Digital Earth, 2020 Full-waveform decomposition is crucial for obtaining accurate satellite-ground distance, the accuracy of which is severely affected by noises. However, the traditional filters all depend on filtering parameters.
Zhijie Zhang +5 more
doaj +1 more source
Israel's Post‐War Healthcare Obligations
Bioethics, EarlyView.ABSTRACT Since the beginning of the Israel–Hamas war in 2023, the healthcare infrastructure within Gaza has been dismantled. While international humanitarian law mandates distinction between lawful targets (combatants and military objectives) and non‐lawful targets (civilians and civilian objects), and acknowledging the inherent complexities of ...
Daniel J. Hurst, Christopher A. Bobier
wiley +1 more source
On the Hurst exponents, Markov processes, and fractional Brownian motion
, 2021 There is much confusion in the literature over Hurst exponent (H). The purpose of this paper is to illustrate the difference between fractional Brownian motion (fBm) on the one hand and Gaussian Markov processes where H is different to 1/2 on the other.
openaire +3 more sources
Heat map of the generalized Hurst exponent.
, 2017 (Color online) Heat map of the ensemble average of the generalized Hurst exponent h(q) for q ∈ [−5, 5] at different temperatures with different system sizes.
Yijiang Zou (3687769) +5 more
core +1 more source
, 2008 วัตถุประสง์ในการศึกษา เพื่อศึกษาความเป็นไปได้และความเหมาะสมในการประยุกต์ใช้ Rescaled Range Analysis และ Hurst Exponent ในการทดสอบว่าดัชนีราคาหุ้นตลาดหลักทรัพย์ในอดีต มีความสัมพันธ์กับดัชนีราคาหุ้นตลาดหลักทรัพย์ในปัจจุบันหรือไม่ และความเป็นไปได ...
Chanasakul, Wisava
core +2 more sources
South African Journal of Economic and Management Sciences, 2017 Background: Contingent claims on underlying assets are typically priced under a framework that assumes, inter alia, that the log returns of the underlying asset are normally distributed.
Emlyn Flint, Eben Maré
doaj +1 more source
Entomologia Experimentalis et Applicata, EarlyView.First comprehensive characterization of the R. cerasi microbiome is reported. Stage‐specific variations in microbial composition are documented. Multiple bacterial entomopathogen taxa are identified as potential biocontrol candidates for R. cerasi.
Mahdi N. Al‐Shammaa +5 more
wiley +1 more source
Hurst exponent estimation from short time series
, 2019 Fractal investigation of time series is very complex for several reasons. Due to the existence of fully continuous model, on which the majority of conventional methods are based, the quality of Hurst exponent estimate is often influenced by the number of
Kukal J., Dlask M.
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Preliminaries on the Accurate Estimation of the Hurst Exponent Using Time Series
, 2021 This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time series addresses ...
Osorio-Comparán, Román +2 more
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