GitHub

Hurst exponent evaluation and R/S-analysis

hurst is a small Python module for analysing random walks and evaluating the Hurst exponent (H). H = 0.5 — Brownian motion, 0.5 < H < 1.0 — persistent behavior, 0 < H < 0.5 — anti-persistent behavior.
note

Tradingviewインジケータ自作9。「Classic Hurst Exponent (R/S Analysis)」

TradingViewインジケータ「Classic Hurst Exponent (R/S Analysis)」について詳しく解説します。このインジケータは、R/S分析（Rescaled ...
GitHub

hurst-exponent

Epileptic Seizure Recognition System, In this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models. Markowitzify will implement a variety of portfolio ...
IEEE

An Advanced Self-Similarity Measure: Average of Level-Pairwise Hurst Exponent Estimates ...

Abstract: Many natural processes are characterized by complex patterns of self-similarity, where repetitive structures occur across different resolutions. The Hurst exponent is a key parameter used to ...