Location:
Search - Hurst exponent
Search list
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.
Platform: |
Size: 293888 |
Author: 刘大 |
Hits:
Description: 计算分形维数
Platform: |
Size: 1024 |
Author: chryao |
Hits:
Description: 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
Platform: |
Size: 94208 |
Author: clifford |
Hits:
Description: 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.
Platform: |
Size: 1024 |
Author: 王平 |
Hits:
Description: 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.
Platform: |
Size: 1024 |
Author: 王平 |
Hits:
Description: calculate the Hurst exponent
Platform: |
Size: 1024 |
Author: NIU Junyi |
Hits:
Description: 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.
Platform: |
Size: 1024 |
Author: 陈华 |
Hits:
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.
Platform: |
Size: 1024 |
Author: lili |
Hits:
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
Platform: |
Size: 490496 |
Author: hyj |
Hits:
Description: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
Platform: |
Size: 9216 |
Author: carlos |
Hits:
Description: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
Platform: |
Size: 2048 |
Author: carlos |
Hits:
Description: estimating Hurst exponent of the data series given
Platform: |
Size: 1024 |
Author: Diane |
Hits:
Description: 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
Platform: |
Size: 1024 |
Author: sunshine |
Hits:
Description: One way to determinate the Hurst exponent
Platform: |
Size: 1024 |
Author: McGufalo |
Hits:
Description: One way to determinate the Hurst exponent
The diference is the form of the partitions for the range. They are helpfull to compare.
Platform: |
Size: 1024 |
Author: McGufalo |
Hits:
Description: sampling properties of Hurst exponent
methods of estimation change with the presence of heavy tails
Platform: |
Size: 908288 |
Author: brescia |
Hits:
Description: 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
Platform: |
Size: 6144 |
Author: Ronghua ZHONG |
Hits:
Description: this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
Platform: |
Size: 9216 |
Author: Joyye |
Hits:
Description: calculate the hurst exponent
Platform: |
Size: 3072 |
Author: formatlabcode
|
Hits:
Description: DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)
Platform: |
Size: 12288 |
Author: maodamin |
Hits: