Results for "hurst exponent"
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Hurst Exponent, Lyapunov exponent and the Stock market Predictability
...ey can help you? The article is about: Hurst exponent Lyapunov exponent I had an em-mail corresponde...ooks like we need time series with large Hurst exponent. And within the series...we look moments with low enough Lypaunov exponent. And on those series we can t...4835 days ago