7,464 research outputs found
Hurst and Burdine at Queer MS table
No full textHurst (right) and Burdine (left) at Queer MS tablehttps://egrove.olemiss.edu/tupelopride_2023_images/1001/thumbnail.jp
Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
No full textMostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range. We show that the difference in expected values and confidence intervals enables us to use both methods together to clearly distinguish between the two types of processes. The estimates are further applied on Dow Jones Industrial Average between 1944 and 2009 and show that returns do not show any long-range dependence whereas volatility shows both short-range and long-range dependence in the underlying process.rescaled range, modified rescaled range, Hurst exponent, long-range dependence, confidence intervals
Burdine shows Hurst how to use the voice recorder
No full textBurdine (right) shows Hurst (left) how to use the voice recorderhttps://egrove.olemiss.edu/tupelopride_2023_images/1006/thumbnail.jp
Charles B. Hurst
No full textBlack and white photograph of a man dressed in a suithttps://digitalcommons.cedarville.edu/miscellaneous_facstaff_photographs/1062/thumbnail.jp
Marriage record of Davis, B. C. and Hurst, Lenora
No full textMarriage license for B. C. Davis and Lenora Hurst. M.C. Cain was the officiant
Are Pound and Euro the Same Currency? - Updated
No full textBased on long range dependence, some analysts claim that the exchange rate time series of the pound sterling and of an artificially extended euro have been locked together for years despite daily changes [1, 9]. They conclude that pound and euro are in practice the same currency. We assess the long range dependence over time through Hurst exponents of pound-dollar and extended euro-dollar exchange rates employing three alternative techniques, namely rescaled range analysis, detrended fluctuation analysis, and detrended moving average. We find the result above (which is based on detrended fluctuation analysis) not to be robust to the changing techniques and parameterizing.False euro; exchange rates; financial efficiency; Hurst exponent; R/S analysis; detrended fluctuation analysis; detrending moving average
Clopidogrel "resistance": Pre- vs post-receptor determinants
No full textThe clinical efficacy of the P2Y12 receptor antagonist clopidogrel as an agent to prevent thrombotic events predominantly reflects its anti-aggregatory effects. Stent thrombosis in particular is more likely to occur in patients in whom clopidogrel effect is limited.
"Resistance" to clopidogrel in general should theoretically arise either because of a reduction in plasma concentration of the active metabolite and/or of the downstream intracellular biochemical changes underlying antiplatelet effects. We therefore postulate that "resistance" to clopidogrel arises via a combination of pharmacogenetic, pharmacokinetic and intracellular biochemical mechanisms. Considerable attention has been so far directed to the finding that stent thrombosis occurs more frequently in patients with loss-of-function mutations of CYP2C19, thus limiting clopidogrel bioactivation.
Furthermore, a number of drug-drug interactions may marginally impair responsiveness to clopidogrel, largely via impairment of bioactivation. However, population data also suggest that clopidogrel "resistance" occurs more frequently in patients with acute coronary syndromes than in normal subjects, and that "resistance" is particularly common in obese subjects and with diabetes.
Here we critically review available literature and speculate on the possibility that non-genetic causes of clopidogrel "resistance" may arise from impairments of the intracellular signaling cascade initiated by P2Y12 receptor inhibition. In such cases, "resistance" to clopidogrel may also theoretically occur with other P2Y12 receptor antagonists, irrespective of the need for bioactivation. Delineation of this non-genetic component of "resistance" to P2Y12 inhibitors may facilitate the development of optimal therapeutic strategies for high-risk cardiovascular patients.N.L. Hurst, V.B. Nooney, B. Raman, Y.Y. Chirkov, R. De Caterina, J.D. Horowit
Hurst rescaled range analysis.
No full text<p>The slope of the best straight line fit on the logarithmic plot of rescaled range (R/S) versus time is the Hurst exponent. The Hurst exponent A) for person 2 in intractable dyad (A) and B) for person 2 in tractable dyad 10.</p
R/S analysis and DFA: finite sample properties and confidence intervals
No full textWe focus on finite sample properties of two mostly used methods of Hurst exponent H estimation – R/S analysis and DFA. Even though both methods have been widely applied on different types of financial assets, only several papers have dealt with finite sample properties which are crucial as the properties differ significantly from the asymptotic ones. Recently, R/S analysis has been shown to overestimate H when compared with DFA. However, we show on the random time series with lengths from 2^9 to 2^17 that even though the estimates of R/S are truly significantly higher than an asymptotic limit of 0.5, they remain very close to the estimates proposed by Anis & Lloyd and the estimated standard deviations are lower than the ones of DFA. On the other hand, DFA estimates are very close to 0.5. The results propose that R/S still remains useful and robust method even when compared to newer method of DFA which is usually preferred in recent literature.rescaled range analysis, detrended fluctuation analysis, Hurst exponent, long-range dependence, confidence intervals
Correlation between sample entropy and Hurst exponent, and ROC curves.
No full text<p>(A) Linear regression curve estimation between the mean whole brain sample entropy and mean whole brain Hurst exponent for the whole population. (B) ROC curve for Sample entropy. (C) ROC curve for Hurst exponent.</p
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