Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
☆54May 18, 2018Updated 7 years ago
Alternatives and similar repositories for Hurst-exponent-R-S-analysis-
Users that are interested in Hurst-exponent-R-S-analysis- are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Calculates the generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- Hurst exponent evaluation and R/S-analysis in Python☆337Nov 18, 2025Updated 5 months ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆61Aug 15, 2022Updated 3 years ago
- Multifractal Detrended Fluctuation Analysis in Python☆159Aug 15, 2022Updated 3 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- Analysis of financial time series using Kalman filter.☆13May 21, 2015Updated 10 years ago
- Application of the MultiFractal Detrended Fluctuation Analysis to Time Series☆17Jun 14, 2019Updated 6 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- QARandomPrice_TickPrice_by_OU process☆11May 18, 2020Updated 5 years ago
- Recurrence Quantification Analysis of Large-Scale Time Series☆34Apr 14, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- 重新设计的 OpenQuant 插件☆18Feb 24, 2023Updated 3 years ago
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 7 years ago
- This is a list of my published works. For more details check my Google Scholar profile.☆10Oct 1, 2020Updated 5 years ago
- OpenQuant2014的XAPI插件☆18Dec 8, 2022Updated 3 years ago
- Implement fractal dimension analysis for grayscale images, micsrocopy images and biological application following FIJI/ImageJ.☆24Sep 18, 2021Updated 4 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- 变电站轨道机器人仪表识别☆20Dec 6, 2023Updated 2 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Normalized Wasserstein for Mixture Distributions☆11Mar 24, 2023Updated 3 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆51Dec 13, 2023Updated 2 years ago
- Single shot neural network pruning before training the model, based on connection sensitivity☆11Aug 7, 2019Updated 6 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- 易盛API常见问题汇总☆18Oct 19, 2017Updated 8 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- Exercises for Analysis of Financial Time Series, 3rd☆23Jul 10, 2016Updated 9 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated 3 months ago
- 二进制行情存储格式☆32Jun 29, 2017Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 6 years ago
- Scripts to generate data of real time datasets☆12Updated this week
- A Thunderbird extension to enable one-click dialing direct from your address book☆12Oct 8, 2021Updated 4 years ago
- ☆30May 11, 2016Updated 9 years ago
- Geog 2021 Environmental Remote Sensing☆16Jan 4, 2019Updated 7 years ago
- code for "ReMoNet: Recurrent Multi-output Network for Efficient Video Denoising" AAAI2022☆12Mar 19, 2025Updated last year
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Dec 8, 2017Updated 8 years ago