Log in

Results for "hurst exponent"

Top-level pages

  • Chart patterns or Chaos attractors?

    ...we can detect in real time with the peaks of Hurst difference how and when the a...ry guys and gals. But the calculation of the Hurst exponent showed a clear long term process in the markets. The lyapunov exponents calculations showed that eve...

    3513 days ago

  • Fractal dimension indicators and their use

    ...ies. The fractal dimension = 2 - Exponent of Hurst (H)So if the exponent of Hurst is equal to 0.5 we have a FGDI e...dom walk the H should be equal to 0.5.Hurst has discovered that a lot of nat...rend can be measured by how the Hurst exponent is above 0.5 (that means FDI...

    3567 days ago