Search Results for author: László Márkus

Found 1 papers, 0 papers with code

Deep learning the Hurst parameter of linear fractional processes and assessing its reliability

no code implementations3 Jan 2024 Dániel Boros, Bálint Csanády, Iván Ivkovic, Lóránt Nagy, András Lukács, László Márkus

The study concludes that while deep learning methods show promise in parameter estimation of fractional processes, their effectiveness is contingent on the process type and the quality of training data.

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