We propose a dynamic fractional volatility model that incorporates a time-varying Hurst exponent estimated via Daubechies-4 wavelet analysis on 252-day rolling windows to capture evolving market ...

Markowitzify 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." ...

Abstract: The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields such as physics, engineering, mathematics, statistics ...

This study aims to investigate the interoperability of the Bitcoin blockchain by comparing the US dollar prices of five cryptocurrencies derived from the Bitcoin price with their corresponding market ...

There are two things Browns defensive tackle Maurice Hurst II carries with him around Cleveland’s training facility each day. One is belief. The belief that he’s all the way back, that he’ll stay ...

ABSTRACT: Based on the time series of the number of ships calling at the container port, this paper takes Shanghai Port and Singapore Port as examples to analyze the statistical characteristics of ...

ABSTRACT: Based on the time series of the number of ships calling at the container port, this paper takes Shanghai Port and Singapore Port as examples to analyze the statistical characteristics of ...

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