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Application of Hurst Exponent (H) and the R/S Analysis in the Classification of FOREX Securities

  • S. Raimundo M
  • Okamoto Jr J
International Journal of Modeling and Optimization (2018) 8(2) 116-124
DOI: 10.7763/ijmo.2018.v8.635
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Abstract

… prediction of financial time series by the hypothesis of the existence of the Fractal Market is still open, either for forecasting financial time series … Section 2, Fractal Time Series, presents a …

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S. Raimundo, M., & Okamoto Jr, J. (2018). Application of Hurst Exponent (H) and the R/S Analysis in the Classification of FOREX Securities. International Journal of Modeling and Optimization, 8(2), 116–124. https://doi.org/10.7763/ijmo.2018.v8.635

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