Filters
Method for analysis of time series and dividing lines
In our research we have developed a new analysis of topological one-dimensional objects (especially time series and dividing lines): Evaluation of length changes with Elimination of insignificant Extremes. Mathematically generated functions (e.g. bas...
BA - Obecná matematika
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
EEE - Method for Analysis of Time Series and Dividing Lines
In our research we have developed a new analysis of topological one-dimensional objects (especially time series and dividing lines): Evaluation of length changes with Elimination of insignificant Extremes. Mathematically generated functions (e.g. bas...
JD - Využití počítačů, robotika a její aplikace
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
The Fractal Market Analysis and Its Application on Czech Conditions
Basic themes of document: fractal market hypothesis; Hurst exponent; Hurst persistent process...
AH - Ekonomie
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Evolution equations driven by a fractional Brownian motion.
Nonlinear stochastic evolution equations in a Hilbert space driven by a cylindrical fractional Brownian motion are studied. Existence and uniqueness of a mild solution is established under some regularity conditions on the coefficients and f...
BA - Obecná matematika
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Hurst Exponent and the Efficiency of the Czech Electricity Market
Main topics of the document: efficient market hypothesis; electricity market; Hurst exponent...
Finance
- 2019 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
EEE Method: Improved Approach of Compass Dimension Calculation
(maximaand minima). Mathematically generated functions (e.g. based on the Hurst coefficient), time series from real production processes and dividing lines (surface......
JD - Využití počítačů, robotika a její aplikace
- 2013 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
On Hurst exponent estimation under heavy-tailed distributions
In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We propose a nove approach of intraday time-dependent Hurst exponent and apply it to high-freque...
AH - Ekonomie
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Forecasting the Behavior of Fractal Time Series: Hurst Exponent as a Measure of Predictability
The Hurst exponent (H) is a statistical measure used to classify time series. H of the Hurst exponent to classify series of financial data representing different periods of time. In this paper we show that series with large values o...
Applied mathematics
- 2016 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
PX and Hurst process
is used to calculate Hurst exponent. On the basis of Hurst exponent is characterized formation and behaviour of analysed time series. Computed Hurst exponent......
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Time Evolution of Hurst Exponent: Czech Intraday Electricity Market Study
Main topics of the document: Hurst exponent; electricity markets; intraday market; detrended fluctuation analysis...
Finance
- 2019 •
- Jost •
- Link
Rok uplatnění
Jost - Ostatní články v recenzovaných periodicích
Výsledek na webu
- 1 - 10 out of 17 442