Hurst exponent and financial market predictability

Proceedings of the Second IASTED International Conference on Financial Engineering and Applications

Volumn , Issue , 2004, Pages 203-209

  Qian, Bo ^a   Rasheed, Khaled ^a  

^a University of Georgia   (United States)

Author keywords

Forecasting; Hurst exponent; Monte Carlo simulation; Neural networks; Time series analysis

Indexed keywords

ERROR ANALYSIS; FINANCIAL DATA PROCESSING; FORECASTING; MATHEMATICAL MODELS; MONTE CARLO METHODS; NEURAL NETWORKS; STATISTICAL METHODS; TIME SERIES ANALYSIS;

FORCASTING ERRORS; HURST EXPONENT; RANDOM SERIES; STANDARD DEVIATION;

MARKETING;

EID: 11144301725     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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