hurst-exponent

There are 0 repository under hurst-exponent topic.

• stfbnc / fathon

  python package for DFA (Detrended Fluctuation Analysis) and related algorithms

  detrended-fluctuation-analysispythondfadccamfdfahurst-exponentmultifractal-analysismultifractal-spectrummultifractal-detrended-fluctuationscientific-software
  Language:Cython 107

• metalcorebear / Markowitzify

  Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

  financequantitive-financestock-portfolio-managermarkowitz-portfoliomachine-learning-algorithmsclustering-algorithmmarkowitzmarkowitz-modelstock-analysisasset-managementassets-managementasset-managermonte-carlo-simulationportfolio-optimizationhurst-exponentsharpe-ratiobacktesting-trading-strategiesrelative-strength-indextrading-strategiescryptocurrency-exchanges
  Language:Python 36

• n6parmak / Epileptic-Seizure-Recognition-with-Wavelet-Transform-Turkish-English-Notebooks

  Epileptic Seizure Recognition System, In this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models.

  epileptic-seizure-recognitionenglish-notebookssvmhurst-exponentlstmsignal-processingeeg-signalsepileptic-seizuresepilepsywavelet-transformturkish
  Language:Jupyter Notebook 10

• anabugaenko / hurst_exponent

  A simple statistical package for estimating the long-term memory of a random variable.

  hurst-exponenthurst-parametermultifractal-analysistimeseries
  Language:Python 4

• namlehai90 / Chaos-Theory-in-Computational-Finance

  Computational Finance Lecture for MSc in AI, at University of Southampton

  chaos-theorycomplex-systemscomputational-financehurst-exponent
  Language:Jupyter Notebook 1

• AndersonPaschoalon / aic-bic-paper

  aicbichurst-parameterhurst-exponentlinear-regressionpoisonparetoweibull-distribution
  Language:MATLAB 0

• Lawrence-Leung / 2023-FinanceModeling-project

  Design of a mathematic model for cross-border ETF arbitrage strategy

  arbitrage-tradingengle-grangeretf-investmentsfinancial-analysisfinancial-engineeringfinancial-transactionshurst-exponentlstm-neural-networksmathematical-modellingsharpe-ratio
  Language:Python 0

• Maksim2498 / hurst

  Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )

  cli-apphurst-exponent
  Language:C 0

• vmc-7645 / hurst-exponent-calculator-from-csv

  Calculates a hurst exponent given some csv data, also includes my research paper on the topic.

  calculatoreconomicshurst-exponentmathematics
  Language:Python 0