python package for DFA (Detrended Fluctuation Analysis) and related algorithms
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Updated
Nov 18, 2023 - Cython
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.
Computational Finance Lecture for MSc in AI, at University of Southampton
Small CLI utility used to evaluate Hurst Exponent based on CSV files ( (this is just a mirror of https://hub.mos.ru/fominmv2498/hurst) )
Design of a mathematic model for cross-border ETF arbitrage strategy
Calculates a hurst exponent given some csv data, also includes my research paper on the topic.
R & D
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