Found 5 results
Filters: Keyword is Hurst exponent [Clear All Filters]
Random walk analysis of cave maps for exemplary gypsum caves- mazes of Western Ukraine. Landform Analysis . 36. 2018.
The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios. Physica A: Statistical Mechanics and its Applications. 467. 2017.
The use of copula functions for predictive analysis of correlations between extreme storm tides. Physica A. 413:489–497.. 2014.
The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange. Physica A. 390:98–109.. 2011.