- Article
Scaling Exponents of Time Series Data: A Machine Learning Approach
- Sebastian Raubitzek,
- Luiza Corpaci,
- Rebecca Hofer and
- Kevin Mallinger
In this study, we present a novel approach to estimating the Hurst exponent of time series data using a variety of machine learning algorithms. The Hurst exponent is a crucial parameter in characterizing long-range dependence in time series, and trad...

