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updated 1 month ago

A Matlab function For Randomly Partitioning Date into Training, Validation and Testing Data by Joseph Santarcangelo

A Matlab function For Randomly Partitioning Date into Training, Validation and Testing Data (cross validation, statistics, model validation)

GenToyData( )

GetTrainValidateTest(NumberSamples,NumberTraining,NumberV...

GetTrainValidateTestPercent(NumberSamples,PercentTraining...

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updated 2 years ago

Hurst Exponent Estimation by Vilen Abramov

the code uses R/S analysis to derive Hurst exponent (hurst, finance, var)

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