Controversy in financial chaos research and nonlinear dynamics: a short literature review
M Vogl - Chaos, Solitons & Fractals, 2022 - Elsevier
In this study, we apply a bibliometric analysis paired with a subsequent snowball sampling
procedure. Moreover, we display a full citation network analysis, outlining the most relevant …
procedure. Moreover, we display a full citation network analysis, outlining the most relevant …
Comparative analysis of different characteristics of automatic sleep stages
D Zhao, Y Wang, Q Wang, X Wang - Computer methods and programs in …, 2019 - Elsevier
Background and objective With the acceleration of social rhythm and the increase of
pressure, there are various sleep problems among people. Sleep staging is an important …
pressure, there are various sleep problems among people. Sleep staging is an important …
A multi-component hybrid system based on predictability recognition and modified multi-objective optimization for ultra-short-term onshore wind speed forecasting
Y Gao, J Wang, H Yang - Renewable Energy, 2022 - Elsevier
The wind is a natural source of energy and wind energy occupies an important share in the
global energy structure. Compared with offshore wind energy, the economy and availability …
global energy structure. Compared with offshore wind energy, the economy and availability …
[HTML][HTML] Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model
M Arashi, MM Rounaghi - Future Business Journal, 2022 - Springer
The multi-fractal analysis has been applied to investigate various stylized facts of the
financial market including market efficiency, financial crisis, risk evaluation and crash …
financial market including market efficiency, financial crisis, risk evaluation and crash …
Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a …
M Vogl - Chaos, Solitons & Fractals, 2023 - Elsevier
In this study, we conduct a rolling window approach to wavelet-filtered (denoised) S&P500
returns (2000− 2020) to obtain time-varying Hurst exponents. We discuss implications of …
returns (2000− 2020) to obtain time-varying Hurst exponents. We discuss implications of …
[HTML][HTML] Data analytics and throughput forecasting in port management systems against disruptions: a case study of Busan Port
Forecasting cargo throughput is an essential albeit challenging task in ensuring efficient
seaport management. In this study, data analytics is employed to analyze the nonlinear …
seaport management. In this study, data analytics is employed to analyze the nonlinear …
On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
M Tarnopolski - Physica A: Statistical Mechanics and its Applications, 2016 - Elsevier
The long range dependence of the fractional Brownian motion (fBm), fractional Gaussian
noise (fGn), and differentiated fGn (DfGn) is described by the Hurst exponent H. Considering …
noise (fGn), and differentiated fGn (DfGn) is described by the Hurst exponent H. Considering …
Practical control performance assessment method using Hurst exponents and crossover phenomena
This paper proposes a new Hurst exponent-based method to evaluate the performance of
control loops by estimating Minimum Variance Index (MVI). Incorrect estimation of time …
control loops by estimating Minimum Variance Index (MVI). Incorrect estimation of time …
Seaport profit analysis and efficient management strategies under stochastic disruptions
This study deals with managing supply chain costs and profit for ports' hinterland shipments
and container transshipment under stochastic disruptions. The underlying mechanisms …
and container transshipment under stochastic disruptions. The underlying mechanisms …
[HTML][HTML] Scaling Exponents of Time Series Data: A Machine Learning Approach
In this study, we present a novel approach to estimating the Hurst exponent of time series
data using a variety of machine learning algorithms. The Hurst exponent is a crucial …
data using a variety of machine learning algorithms. The Hurst exponent is a crucial …