crflynn/fbm

Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python

Language: Python - Size: 65.4 KB - Last synced at: 12 days ago - Pushed at: about 4 years ago - Stars: 97 - Forks: 30

roverbird/hurst-smoothing

Hurst value as a result of data smoothing

Language: R - Size: 177 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

JMarOve/Hurst-Exponent

Language: Python - Size: 80.1 KB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0

isosphere/multifractal-asset-model

A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.

Language: Rust - Size: 166 KB - Last synced at: 5 days ago - Pushed at: about 4 years ago - Stars: 3 - Forks: 1

diogo-fernan/testh

A C library to compute self-similar sequences and to estimate the Hurst parameter.

Language: C - Size: 59.6 KB - Last synced at: about 1 year ago - Pushed at: about 6 years ago - Stars: 4 - Forks: 3

akononovicius/fgn-generator-gsl

Fractional Gaussian noise generator implemented in C using GSL

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yishuwei/DFluC

MATLAB program for Detrended Fluctuation Analysis (DFA)

Language: Matlab - Size: 4.88 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 2

wonsang/nonfractal

MATLAB Toolbox for estimating nonfractal connectivity and fractal connectivity

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isosphere/fbm

Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.

Language: Rust - Size: 8.79 KB - Last synced at: 5 days ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

AndersonPaschoalon/aic-bic-paper

Language: MATLAB - Size: 1020 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0