Search - Hurst exponent

Search - Hurst exponent - List

[Industry research] Hurst-1 DL : 0: 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.
Update : 2025-02-19 Size : 287kb Publisher : 刘大
[matlab] hurst DL : 0: 计算分形维数
Update : 2025-02-19 Size : 1kb Publisher : chryao
[matlab] hurst DL : 0: 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
Update : 2025-02-19 Size : 92kb Publisher : clifford
[Algorithm] hurst2 DL : 0: 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
Update : 2025-02-19 Size : 1kb Publisher : 王平
[Algorithm] hurstZS DL : 0: 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。-Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
Update : 2025-02-19 Size : 1kb Publisher : 王平
[matlab] hurst_myfunction DL : 0: calculate the Hurst exponent
Update : 2025-02-19 Size : 1kb Publisher : NIU Junyi
[matlab] hurstcaculate DL : 0: hurst指数估计 This function does dispersional analysis on a data series, then does a Matlab polyfit to a log-log plot to estimate the Hurst exponent of the series. This algorithm is far faster than a full-blown implementation of Hurst s algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J Blok, and I make no guarantees whatsoever about the rigor of this approach or the accuracy of results. Use it at your own risk. -hurst This function does dispersional analysis on a data series, then does a Matlab polyfit to a log-log plot to estimate the Hurst exponent of the series. This algorithm is far faster than a full-blown implementation of Hurst s algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J Blok, and I make no guarantees whatsoever about the rigor of this approach or the accuracy of results. Use it at your own risk.
Update : 2025-02-19 Size : 1kb Publisher : 陈华
[matlab] hurst-exponent DL : 0: 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.
Update : 2025-02-19 Size : 1kb Publisher : lili
[Windows Develop] hurst DL : 0: 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
Update : 2025-02-19 Size : 479kb Publisher : hyj
[matlab] elwcode DL : 0: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
Update : 2025-02-19 Size : 9kb Publisher : carlos
[matlab] RS DL : 0: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
Update : 2025-02-19 Size : 2kb Publisher : carlos
[matlab] hurst_exponent.m DL : 0: estimating Hurst exponent of the data series given
Update : 2025-02-19 Size : 1kb Publisher : Diane
[matlab] estimate_hurst_exponent DL : 0: matlab程序，用于求时间序列的hurst指数，判断数据的长程关联性。 -the matlab procee for calculating the Hurst Exponent for a time series data--Hurst Exponent
Update : 2025-02-19 Size : 1kb Publisher : sunshine
[matlab] Hurst DL : 0: One way to determinate the Hurst exponent
Update : 2025-02-19 Size : 1kb Publisher : McGufalo
[matlab] Hurst2 DL : 0: One way to determinate the Hurst exponent The diference is the form of the partitions for the range. They are helpfull to compare.
Update : 2025-02-19 Size : 1kb Publisher : McGufalo
[Algorithm] On-Hurst-exponent-estimation-under-heavy-tailed.z DL : 0: sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
Update : 2025-02-19 Size : 887kb Publisher : brescia
[Windows Develop] Sub-Hurst DL : 0: 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
Update : 2025-02-19 Size : 6kb Publisher : Ronghua ZHONG
[matlab] An-example-for-the-Hurst-exponent-analysis DL : 0: this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
Update : 2025-02-19 Size : 9kb Publisher : Joyye
[matlab] genhurst DL : 0: calculate the hurst exponent
Update : 2025-02-19 Size : 3kb Publisher : formatlabcode
[Applications] DFA时变HURST指数 DL : 0: DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)
Update : 2025-02-19 Size : 12kb Publisher : maodamin

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