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The top documents tagged [hurst exponent]
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hurst exponent
REport
164 views
ROMA (Rank-Ordered Multifractal Analysis) for Intermittent Fluctuations with Global Crossover Behavior Sunny W. Y. Tam 1,2, Tom Chang 3, Paul M. Kintner.
217 views
Politecnico di Milano – III Facoltà di Ingegneria Corso di Laurea Specialistica in Ingegneria Nucleare Anno Accademico 2004-2005 Chaos and Nonlinear Dynamics.
214 views
The Inefficient Markets Hypothesis
319 views
A Comparison of Maritime Technical Analysis and Chaotic Modeling in Long Term Forecasting of Freight Rate Indices
45 views
Ricardo A. Tagliafichi The presence of the volatility in the assets returns Selection of a Portfolio with models as CAPM or APT The estimation of Value.
226 views
Final project: Exploring the structure of correlation Forrest White, Jason Wei Joachim Edery, Kevin Hsu Yoan Hassid MS&E 444 - 06/02/2010.
212 views
correlações de longo alcance das séries temporais de velocidade do vento
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Interacting Network Elements: Chaos and Congestion Propagation Gábor Vattay Department of Physics of Complex Systems Eötvös University, Budapest, Hungary.
214 views
mean rev
5 views
Final project: Exploring the structure of correlation
32 views
0093
216 views