python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

Epileptic Seizure Recognition System, In this project wavelet transform and Hurst exponent are used as an input of SVM, LSTM , Random Forest Models.

Python library for DFA, Hurst exponent, and fluctuation analysis of time series.

Computational Finance Lecture for MSc in AI, at University of Southampton

A mathematical framework for measuring the dynamics of consciousness. The framework uses a composite index of scale-free temporal organisation, cross-frequency organisation, and metastability.

fractalVideoGuard

Hurst value as a result of data smoothing

High-Performance Fractal & Econophysics Tools for Financial Time Series using JAX (GPU-Accelerated).

6-month learning journey from basic math to multifractal analysis (MF-DFA) of financial markets

Institutional-grade quantitative finance calculator — Black-Scholes · Greeks · IV Solver · Avellaneda-Stoikov HFT · Kelly Criterion · GARCH · Hurst · OU Process · Ghana Cocoa Derivatives. Expo React Native (iOS · Android · Web).

Bloomberg-style markets terminal — 4-tier data failover (Yahoo · CoinGecko · Stooq · Alpha Vantage) · Yang-Zhang / Garman-Klass volatility · Autocorrelation / Partial Autocorrelation · Hurst exponent · Carhart 4-factor with Newey-West HAC · Probabilistic / Deflated Sharpe · walk-forward cross-validation · decile Information Coefficient.

Ratio mean-reversion testing for asset pairs. Hurst exponent + ADF + walk-forward backtest.

数学结构→量化因子。将 arXiv 物理论文中的数学结构翻译为 A 股 alpha 因子，用真实市场数据验证。盒维数、Poisson 聚类、Hurst 指数等，含 IC 对比与失败记录。跨域同构方法论。

Algorithmic trading bot for Roostoo Hackathon 2026 — Hurst Exponent regime filter + non-parametric mean-reversion strategy on TRX/USD

Quantum vs Classical, Autoregressive vs Reconstructive Encoder/Decoder Architectures on Non-Stationary Time-Series: Loss Landscapes and Latent Complexities with and without Recurrence

Tests if EUR/USD daily moves are as random as coin flips using Monte Carlo and statistical tests (runs, Markov chains, Ljung–Box, Hurst, entropy). Results show returns look random, but volatility clusters, revealing structure beyond pure chance.

Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )

Hurst exponent: from mathematical foundations to a systematic basket trading strategy with statistical validation.