hurst-exponent

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.

Time-series anomaly detection for Rust with no training data: DFA / Hurst exponent, a self-calibrating streaming monitor (CSV in, exit code out), changepoint detection, and C99, cFS, F´ and ROS code generation for embedded and flight software. no_std, CLI, GitHub Action.

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.

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

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

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

fractalVideoGuard

Hurst value as a result of data smoothing

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.

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

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

My MSc thesis and supporting notebooks on scaling, multiscaling, and predictability in financial and cryptocurrency time series, covering stylized facts, volatility and tail-risk modeling, entropy, and deep learning.

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.

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

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

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

Python reproduction of the self-organizing 3D Ising model of financial markets (Guimaraes & Lima, PRE 2021). Generates fat-tailed return distributions, volatility clustering, and long-range memory via Monte Carlo simulation with Numba acceleration.