Hurst exponent evaluation and R/S-analysis in Python
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Updated
Dec 2, 2023 - Python
Hurst exponent evaluation and R/S-analysis in Python
A Survey of Methods for Estimating Hurst Exponent of Time Sequence
Code for Psychological Experiments
Technical Analysis (TA) investigation with Python. Moving averages included as well as outlier detection using signal processing and smoothing. Included as well is market characteristic detection with hurst exponent analysis.
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