19 skills found
Mottl / HurstHurst exponent evaluation and R/S-analysis in Python
stfbnc / Fathonpython package for DFA (Detrended Fluctuation Analysis) and related algorithms
RyanWangZf / Hurst Exponent R S Analysis Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
Sidhus234 / Hurst Exponent Trading StrategyNo description available
PTRRupprecht / GenHurstCalculates the generalized Hurst exponent of a time series
DemetersSon83 / MarkowitzifyMarkowitzify 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."
n6parmak / Epileptic Seizure Recognition With Wavelet Transform Turkish English NotebooksEpileptic Seizure Recognition System, In this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models.
LesterALeong / ADF HurstExponentTrend following and mean reversion detection for Gradient Growth article
dadanhan / Hurst ExpEstimating Hurst exponents varying in time using neural networks for time series
RushikeshGholap / FractalAnalysisUse of Sample Entropy, DFA, Katz Dimension, Lyapunov exponent, Hurst exponent
dragonpilee / Epileptic Seizure Detection SystemIn this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models.
iloban / Time Series DiscoveryHurst exponent, ACF, ARIMA
wpla / Hurst ExponentAnalysis of using the hurst exponent to classify market regimes
josephcbradley / Hurst.jlA Julia package to calculate and analyse Generalised Hurst Exponents.
davidvblumenthal / Nourriture CEEG-Complex time series data science project were EEG-signals were analysed -Development of the experiment for data collection and implementation in PsychoPy -Pre-processing of the signals using Python MNE -Calculation features such as Hurst Exponent, Higuchi Fractal Dimension, Hjorth parameters etc. -Training and evaluating different machine learning models such as SVM, Neural Networks, Decision Trees etc.
GrAbsRD / HurstExponentA Survey of Methods for Estimating Hurst Exponent of Time Sequence
evrom / HurstHurst Exponent estimator functions for Rust
aryashp / Mean Reversion Trading StrategyTrading strategy based on Hurst Exponent and ARIMA model
aielte-research / WhittlehurstThis module implements Whittle's likelihood estimation method for determining the Hurst exponent of a time series.