a r t i c l e i n f o JEL classification: F30 G14 G15 Keywords: Hurst exponent Financial crisis Financial contagion Efficiency Stock markets MFDMA algorithm Copula models This study analyzes how the 2008 and 2010 financial crises, which began in the US and Greece respectively, affected the Hurst exponents of index returns of the stock markets of Belgium, France, Greece, Japan, the Netherlands, ...

Information about fractal dimension is collected so that it can be applied to time series interpreting Hurst coefficient. The population size of a species is modelled as a dynamic system. The Hurst coefficient is calculated for these times series. A computer programme has been elaborated to compute the Hurst exponent of time series using the algorithms of range increment, second order moment in...

The paper deals with fractal characteristics (Hurst exponent) and wavelet-scaleograms of the information distribution model, suggested by the authors. The authors have studied the effect of Hurst exponent change depending upon the model parameters, which have semantic meaning. The paper also considers fractal characteristics of real information streams. It is described, how the Hurst exponent d...

Methods of assessing the fractal characteristics of time-varying signals like the heart rate, Electroencephalogram, respiratory rate, seismology signal, and so on, which vary apparently irregularly, are random. Hurst (1951) defined an empirical descriptor, the Hurst exponent, of temporal signals describing natural phenomena. This was based on the statistical assessment of the observation of man...

Methods for identifying essential genes currently depend predominantly on biochemical experiments. However, there is demand for improved computational methods for determining gene essentiality. In this study, we used the Hurst exponent, a characteristic parameter to describe long-range correlation in DNA, and analyzed its distribution in 33 bacterial genomes. In most genomes (31 out of 33) the ...

In this paper, a novel method for edge detection of microcalcification clusters in mammogram images is presented using the concept of Fractal Dimension and Hurst co-efficient that enables to locate the microcalcifications in the mammograms. This technique detects the edges accurately than the ones obtained by the conventional Sobel method. Generally, Sobel method detects the edges of the region...