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Results for "market state"


  • Hurst Exponent and Financial market predictability

    ...an those with H values close to random series. This suggests that stock markets are not totally random in al...ake the parallel between this study and the study about the low entropy state.

    3144 days ago

  • Hurst Difference Total

    ...t is a spike beyond the noise level. When we have such a spike asomething important is going on the market. That means that the predictability state of the market change towards more predictable state. It is interesting that if we...

    3145 days ago