hurst

There are 0 repository under hurst topic.

• hyperstripe50 / fractal-market-analysis

  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.

  beniot-mandelbrotbmmtedgar-e-petersfractal-market-analysisharold-edwin-hursthurstmmarrescaled-rangetime-series
  Language:Python 47

• RyanWangZf / Hurst-exponent-R-S-analysis-

  Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

  hursttimeseriestime-series
  Language:Python 47

• diogo-fernan / testh

  A C library to compute self-similar sequences and to estimate the Hurst parameter.

  csignal-processinghursthurst-parameterself-similaritycomputer-simulation
  Language:C 4

• Vigrel / HURST-EEMD-LSTM

  Attempt to reproduce the results of the article "Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach"

  eemdhurstlstmstock-price-prediction
  Language:Python 2

• taylorfturner / rescaledrange

  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.

  hurstmarketstradingrescaledrangesmandelbrotstockmarket
  Language:Python 1

• ChaoQiezi / ExtremePrecipitation

  FY4A-QPE产品的预处理和MMK趋势分析和Hurst指数等相关统计分析,以及制图分析(箱线图/折线图等)

  fy4ahurstmmkplotprecipitation
  Language:Python 0