Search - The Hurst exponent

Search - The Hurst exponent - List

[Graph program] correlation-dimension(GP-method) DL : 0: G-P算法计算关联维的 Matlab 程序(mex版) 没有使用”短暂分离“，使用了关联积分的mex文件，速度较快。 -G-P method to calculate the correlation dimension of Matlab (Mex version) not use "temporary separation," use of the correlation integral Mex documents faster.
Update : 2025-02-19 Size : 6kb Publisher : 杨明
[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
[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
[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] 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
[Algorithm] hurst_exponent DL : 0: 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
Update : 2025-02-19 Size : 1kb Publisher : wangxin
[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
[matlab] multifractal-compute DL : 0: 分形参数计算程序分享计算Hurst指数李雅普诺夫 GP算法计算关联维数-Fractal parameter calculation program to share Calculate the Hurst exponent Lyapunov GP algorithm to calculate the correlation dimension
Update : 2025-02-19 Size : 3kb Publisher : wangchungang
[GIS program] RSana2 DL : 0: 应用matlab进行编程，利用R/S分析，计算Hurst指数-Application of matlab programming, using the R/S analysis to calculate the Hurst exponent
Update : 2025-02-19 Size : 2kb Publisher : 刘燕
[Windows Develop] THursth DL : 0: 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33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 exponent. Which input line 33 matrix of an N, s is measured in step, you can take 1, 2, 3, 4 and so on. Output output is the Hurst exponent
Update : 2025-02-19 Size : 1kb Publisher : wyq52103
[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
[Finance-Stock software system] hurst DL : 0: 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent
Update : 2025-02-19 Size : 2kb Publisher : goober
[matlab] genhurst DL : 0: calculate the hurst exponent
Update : 2025-02-19 Size : 3kb Publisher : formatlabcode

« 12 »