Keywords: نماینده هورست; Econophysics; Stock exchanges; Copula functions; Hurst exponent; Detrended Fluctuation Analysis; Safe investment portfolios
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Keywords: نماینده هورست; Borosilicate glass; Surface finishing; Atomic force microscopy; Spectral methods; Roughness; Hurst exponent;
Keywords: نماینده هورست; Fractal; Box-counting; Hurst exponent; Zarshuran
Keywords: نماینده هورست; Crude oil market; Asymmetric persistence; Hurst exponent
Keywords: نماینده هورست; Vegetation dynamics; LAI; Climatic change; Hurst exponent; Time series analysis; Arid area;
Keywords: نماینده هورست; Time series analysis; Multifractality; Stock markets; Hurst exponent; Financial crisis
Keywords: نماینده هورست; Econophysics; Warsaw Stock Exchange; Copula functions; Hurst exponent; Detrended fluctuation analysis; Copula selection procedure;
Keywords: نماینده هورست; Copula functions; Storm tides; Detrended fluctuations analysis; Anomalous diffusion; Correlations; Hurst exponent;
Keywords: نماینده هورست; Non-stationary time series; Fractals; Hurst exponent; Multifractal detrended cross-correlation analysis;
Keywords: نماینده هورست; G12; G14Asset pricing model; Efficient market hypothesis; Hurst exponent
Keywords: نماینده هورست; Rescaled range; Hurst exponent; Long memory; Market efficiency; Development;
Keywords: نماینده هورست; Hurst exponent; Financial crisis; Financial contagion; Efficiency; Stock markets; MFDMA algorithm; Copula models; F30; G14; G15;
Keywords: نماینده هورست; Electroencephalogram; Detrended fluctuation analysis; Hurst exponent; Entropy;
Keywords: نماینده هورست; Hurst exponent; Dynamical speckle pattern; Rough surfaces;
Keywords: نماینده هورست; Scale invariance; Precursory information; Complex seismic system; Local scaling property; Hurst exponent; Hierarchical structure;
Keywords: نماینده هورست; Hurst exponent; Multifractal; Human activity; Structural systems; Uncertainty; Bridges;
Substrate effect on the evolution of surface morphology of BaF2thin films: A study based on fractal concepts
Keywords: نماینده هورست; BaF2thin film; Atomic force microscopy (AFM); Hurst exponent; Fractal dimension;
Stylised facts for high frequency cryptocurrency data
Keywords: نماینده هورست; Bitcoin; Ethereum; Hurst exponent; Tail dependence;
Nonlinear statistical properties of fMRI signals in human visual cortex during resting-state
Keywords: نماینده هورست; fMRI; Visual cortex; Resting-state; Hurst exponent; Kolmogorov complexity; Shannon entropy;
Fractality and singularity in CME linear speed signal: Cycle 23
Keywords: نماینده هورست; Coronal Mass Ejection (CME); Multifractal; MFDFA; MFDMA; Hurst exponent; Singularity; Spectrum;
A new combined approach on Hurst exponent estimate and its applications in realized volatility
Keywords: نماینده هورست; Hurst exponent; Rescaled range; Fractional Gaussian noise; Monte Carlo simulation; Volatility;
Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach
Keywords: نماینده هورست; Chines stock market; Multifractal analysis; Hurst exponent; Singular spectrum; Local fluctuation; Financial crisis;
Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps
Keywords: نماینده هورست; Conservative systems; Chirikov standard map; Maximal Lyapunov exponent; Hurst exponent; Machine learning;
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
Keywords: نماینده هورست; Market efficiency; Cryptocurrency; Random walk; Hurst exponent; Rolling windows; Cross-correlation;
Support to the identification of anomalies in an external neutron source using Hurst Exponents
Keywords: نماینده هورست; Neutron flux; Fractional diffusion; Fractional derivative; Spurious Beam; Hurst exponent; Detrendend Fluctuation Analysis; Rescaled Range;
The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios
Keywords: نماینده هورست; Cumulant tensors; ALS-class algorithm; Hurst exponent; Financial data analysis; Stock exchange;
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
Keywords: نماینده هورست; MF-DFA; Hurst exponent; Efficiency; Islamic stock market; Sector index; Global financial crisis;
R/S analysis of reaction time in Neuron Type Test for human activity in civil aviation
Keywords: نماینده هورست; Hurst exponent; R/S analysis; Clustering; Box-Cox transformation; Log-normal distribution; Neuron Type Test (NTT);
Hurst analysis of seismicity in Corinth rift and Mygdonia graben (Greece)
Keywords: نماینده هورست; Stochastic analysis; Hurst exponent; Time series analysis; Greece;
Hurst exponent: A Brownian approach to characterize the nonlinear behavior of red blood cells deformability
Keywords: نماینده هورست; Nonlinear quantifiers; Hurst exponent; Ektacytometry; Erythrocytes; Fractals;
Introducing Hurst exponent in pair trading
Keywords: نماینده هورست; Pair trading; Co-movement; Cointegration; Hurst exponent; Long memory; Financial market;
Multi-fractality in aeroelastic response as a precursor to flutter
Keywords: نماینده هورست; Aeroelastic flutter; Multi-fractals; Hurst exponent; Wind tunnel experiments; Precursor; Structural health monitoring;
Effect of angle of deposition on the Fractal properties of ZnO thin film surface
Keywords: نماینده هورست; ZnO; Fractal dimension; Surface morphology; Interface width; Self-affine; Hurst exponent;
Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates
Keywords: نماینده هورست; Multifractional Brownian motion; Hurst exponent; Euler-Lagrange equation; Non-parametric smoothing; Foreign exchange forecast;
How microfracture roughness can be used to distinguish between exhumed cracks and in-situ flow paths in shales
Keywords: نماینده هورست; X-ray micro-tomography; Fluid flow; Faults; Crack growth; Hurst exponent; Shale gas;
Cash Withdrawal from ATMS as Long Memory Time Series
Keywords: نماینده هورست; Hurst exponent; ATM; time series; long memory; Microsoft Excel;
Tsallis entropy: Do the market size and liquidity matter?
Keywords: نماینده هورست; High frequency trading; Power laws; Tsallis distribution; Hurst exponent; C10; C58; G10; G14; G15;
On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
Keywords: نماینده هورست; Time series; Hurst exponent; Abbe value; Turning points;
Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX
Keywords: نماینده هورست; C14; Hurst exponent; Long-term trend; Fractal Brownian motion; Momentum strategy;
Quantifying long-range correlations with a multiscale ordinal pattern approach
Keywords: نماینده هورست; Ordinal patterns probabilities; Fractional Brownian motion; Hurst exponent; Multiscale analysis;
Quantification of scaling exponents and dynamical complexity of microwave refractivity in a tropical climate
Keywords: نماینده هورست; 00-01; 99-00; Delay vector variance; Radio refractivity; Recurrence quantification analysis; Hurst exponent; Tropical climate; Climate change;
The Hurst exponents of Nitzschia sp. diatom trajectories observed by light microscopy
Keywords: نماینده هورست; Diatom; Trajectory; Time series; Wavelet; Hurst exponent
The scale-dependent market trend: Empirical evidences using the lagged DFA method
Keywords: نماینده هورست; Hurst exponent; Long-term trend; Scale-dependent;
Proneness to social anxiety modulates neural complexity in the absence of exposure: A resting state fMRI study using Hurst exponent
Keywords: نماینده هورست; Social anxiety; Hurst exponent; fMRI; fALFF; Resting state; Default mode network; Social phobia
Reliable resource-constrained telecardiology via compressive detection of anomalous ECG signals
Keywords: نماینده هورست; Telecardiology; Compressive sampling; Hurst exponent; Autocorrelation; Receiver operating characteristics;
An analysis of the financial crisis in the KOSPI market using Hurst exponents
Keywords: نماینده هورست; Inter-trade duration; KOSPI; Hurst exponent; Complexity; Subprime crisis;
An accurate algorithm to calculate the Hurst exponent of self-similar processes
Keywords: نماینده هورست; Hurst exponent; Long memory; GM algorithms; FD algorithms; Fractional Brownian motion; Lévy stable motion;
Multifractal detrended cross-correlation analysis of gold price and SENSEX
Keywords: نماینده هورست; Non-stationary time series; Multifractals; Cross correlation; Auto-correlation; Hurst exponent;
Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets
Keywords: نماینده هورست; Hurst exponent; Multifractal; Monetary injection; Price index; Business cycle
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods
Keywords: نماینده هورست; G14; G15; C87Oil market efficiency; Structural breaks; Hurst exponent; Shannon entropy; Rolling approach