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An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series.
Kei Katahira
Yu Chen
Published in:
New Math. Nat. Comput. (2020)
Keyphrases
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financial time series
hurst exponent
financial time series forecasting
stock market
non stationary
turning points
financial data
exchange rate
stock exchange
stock price
multivariate time series
stock returns
face recognition
data analysis