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Description: 非平稳序列相关程度由Hurst参数确定，给出绝对值法，R/S，VT，周期图、小波等方法的参考程序。
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Size: 2106363 |
Author: shanji19851124 |
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Description: hurst指数计算宏,计算简单,效率较高-Hurst index macros, computing simple, efficient
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Size: 20480 |
Author: 魏方 |
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Description: Hurst指数在股票市场有效性分析中的应用，matlab计算。-Hurst index effectiveness analysis in the stock market, the application Matlab calculations.
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Size: 293888 |
Author: 刘大 |
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Description: 利用R/S的各种修正版本计算HURST指数-Use of R/S calculation of the various amended version HURST index
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Size: 2048 |
Author: 聂得欣 |
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Description: 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
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Size: 94208 |
Author: clifford |
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Description: 该函数用于计算不规则几何图形的分形特征：Hurst指数。其中input为一个N行3列的矩阵，s为度量步长，可以取1，2，3，4等。输出output就是Hurst指数-This function is used to calculate the irregular geometry of the fractal characteristics: Hurst index. Output of output is the Hurst index of
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Size: 1024 |
Author: janrry |
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Description: Hurst指数计算工具。使用.xls格式数据，Hurst指数相关内容内附文献说明，数据输入格式内附样本说明，压缩包内Hurst文件夹为代码及编译后的程序，文档文件夹为相关文献。-Hurst index calculation tool. Use. Xls format data, Hurst index of the contents included documents related note, the data input format included a sample shows, compressed packages Hurst folder code and compiled program, the document folder for the relevant literature.
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Size: 355328 |
Author: 任天悦 |
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Description: Hurst指数计算工具。使用.txt格式数据，Hurst指数相关内容内附文献说明，数据输入格式内附样本说明，压缩包内Hurst文件夹为代码及编译后的程序，文档文件夹为相关文献。-Hurst index calculation tool. Use. Txt format data, Hurst index of the contents included documents related note, the data input format included a sample shows, compressed packages Hurst folder code and compiled program, the document folder for the relevant literature.
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Size: 724992 |
Author: 任天悦 |
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Description: 计算hurst指数，包含很多个Hurst指数方法。使用简单-Calculated hurst index contains many a Hurst index method. Simple
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Size: 973824 |
Author: 郑家明 |
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Description: hurst 指数计算程序
提示：先导入（import）时间序列数据，再进行计算。-hurst Index hints: first import (import) time-series data, and then calculated.
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Size: 1024 |
Author: lili |
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Description: hurst指数
This the source code associated with the web page
http://www.bearcave.com/misl _tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions-
This is the source code associated with the web page
http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions
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Size: 490496 |
Author: hyj |
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Description: hurst指数计算的宏,excel相关，参考研究-hurst VBA
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Size: 6144 |
Author: annzih |
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Description: 利用重标极差法计算Hurst指数，里面包含实现这一操作的子程序-Calcultate the Hurst
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Size: 54272 |
Author: znz |
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Description: One way to determinate the Hurst exponent
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Size: 1024 |
Author: McGufalo |
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Description: 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
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Size: 6144 |
Author: Ronghua ZHONG |
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Description: 本程序是求解hurst参数，并最后画出H值图(This procedure is used to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H)
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Size: 1024 |
Author: simon-dudu
|
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Description: hurst指数主要用于预测时间序列的未来变化趋势(Mainly used to predict the future trend of time series trends)
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Size: 973824 |
Author: 随心而在
|
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Description: 基于Hurst指数的择时策略代码，用中证800数据回测(Hurst index based time selection strategy code, using China's certificate 800 data back test)
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Size: 3820544 |
Author: Eriste |
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Description: DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)
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Size: 12288 |
Author: maodamin |
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Description: 可以直接进行Hurst指数的计算和两种指数试验的推演(Calculating the Hurst index)
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Size: 29696 |
Author: wyycc |
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