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 …

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 …

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 …

[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 …

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 …

[HTML][HTML] Data analytics and throughput forecasting in port management systems against disruptions: a case study of Busan Port

TN Cuong, HS Kim, SS You - Maritime Economics & Logistics, 2023 - ncbi.nlm.nih.gov
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 …

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 …

Practical control performance assessment method using Hurst exponents and crossover phenomena

M Khosroshahi, J Poshtan, Y Alipouri - Computers & Chemical Engineering, 2022 - Elsevier
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 …

Seaport profit analysis and efficient management strategies under stochastic disruptions

TN Cuong, HS Kim, LNB Long, SS You - Maritime Economics & Logistics, 2024 - Springer
This study deals with managing supply chain costs and profit for ports' hinterland shipments
and container transshipment under stochastic disruptions. The underlying mechanisms …

[HTML][HTML] Scaling Exponents of Time Series Data: A Machine Learning Approach

S Raubitzek, L Corpaci, R Hofer, K Mallinger - Entropy, 2023 - mdpi.com
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 …