S/R Analysis with Computer Algebra

Zongyan Xu, Dongwei Huang, Hongli Wang


In this paper, Hurst exponent is applied to study Shenzhen Stock component (SSC), which shows that the market is an chaotic system and Hurst exponent is valuable in stock market. The program package presented can be used in calculating R/S.

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DOI: https://doi.org/10.5539/mas.v1n2p9

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