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.

Full Text:


DOI: http://dx.doi.org/10.5539/mas.v1n2p9

Modern Applied Science   ISSN 1913-1844 (Print)   ISSN 1913-1852 (Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.