Fractional Brownian motion with two-variable Hurst exponent.

H. Maleki Almani Seyed Mohammad Hosseini Mahdieh Tahmasebi

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

fractional brownian motion
hurst exponent
long range
non stationary
fractal dimension
long range dependence
random fields
financial markets
computer vision
decision support system
machine learning
decision making
management system