python package for DFA (Detrended Fluctuation Analysis) and related algorithms
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."
Epileptic Seizure Recognition System, In this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models.
Computational Finance Lecture for MSc in AI, at University of Southampton
Design of a mathematic model for cross-border ETF arbitrage strategy
Hurst value as a result of data smoothing
Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )
Quantum vs Classical, Autoregressive vs Reconstructive Encoder/Decoder Architectures on Non-Stationary Time-Series: Loss Landscapes and Latent Complexities with and without Recurrence
Tests if EUR/USD daily moves are as random as coin flips using Monte Carlo and statistical tests (runs, Markov chains, Ljung–Box, Hurst, entropy). Results show returns look random, but volatility clusters, revealing structure beyond pure chance.
Calculates a hurst exponent given some csv data, also includes my research paper on the topic.
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