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Hurst Exponent as a Part of Wavelet Decomposition Coefficients to Measure Long-term Memory Time Series Based on Multiresolution Analysis
by Vyacheslav V. Lyashenko, Rami Matarneh, Valeria Baranova and Zhanna V. Deineko
American Journal of Systems and Software. 2016, 4(2), 51-56. DOI: 10.12691/ajss-4-2-4
Pub. Date: November 29, 2016Views: 26293Downloads: 27678
time series self-similar wavelet decomposition Hurst exponent wavelet-coefficients detailing coefficient
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Analyzing the Stock Market Using the Solution of the Fractional Option Pricing Model
by Osu B. O, Chukwunezu A. I, Olunkwa C. and Obi C. N
International Journal of Partial Differential Equations and Applications. 2019, 6(1), 1-12. DOI: 10.12691/ijpdea-6-1-1
Pub. Date: May 02, 2019Views: 19679Downloads: 20320
hurst exponent MATLAB stock index DFA. MSC 98B28
Abstract Full Text PDF (934 KB) Full Text HTML Full Text ePUB (810 KB)
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