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hurst-parameter

Here are 2 public repositories matching this topic...

crflynn / fbm

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

python hurst-parameter fractional-gaussian-noise fractional-brownian-motion multifractional-brownian-motion multifractional-gaussian-noise

Updated May 8, 2021
Python

JMarOve / Hurst-Exponent

time-series mathematics python3 trading-strategies mathematical-modelling hurst-parameter hurst-exponent

Updated Jan 13, 2025
Python

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