Topic: hurst Goto Github
Some thing interesting about hurst
Some thing interesting about hurst
hurst,A C library to compute self-similar sequences and to estimate the Hurst parameter.
User: diogo-fernan
hurst,We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.
User: hyperstripe50
hurst,Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
User: ryanwangzf
hurst,Rescaled Ranges by H.E. Hurst. Great for use in time series analysis for anything that ticks in markets. A simple interface into a package rife with possible uses. Already setup for massive scalability with Prefect and Dask.
User: taylorfturner
Home Page: https://taylorfturner.github.io/rescaledrange/build/html/index.html
hurst,Attempt to reproduce the results of the article "Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach"
User: vigrel
Home Page: https://ieeexplore.ieee.org/document/10026315
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