Hurst exponent: A Brownian approach to characterize the nonlinear behavior of red blood cells deformability

Colombia is an exporting country of quality coffee in the world; divergent factors in the short and long term, such as inclement weather, geographic changes, and socio-political development, are some of the factors that influence the price of this product. Knowing the future behavior of this phenomenon is one of the most important studies for economists, academics, coffee growers, entrepreneurs, and exporters. Brownian motion, a physical phenomenon that describes the irregular movement of some particles suspended in a fluid, was described by the probability of finding a particle in a position at a specific time. Fractional Brownian motion describes the random fluctuation of a stochastic process continuous in time and is characterized by the Hurst coefficient to observe persistence and volatility in a time series. The percentage of volatility that changes in the price of coffee present allows generating strategies to maintain the quality of the product and, therefore, its positioning in the market. In this work it was found that the series of data on coffee prices is persistent and that its volatility is 43.77%.

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

hi@scite.ai

334 Leonard St

Brooklyn, NY 11211

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Hurst exponent: A Brownian approach to characterize the nonlinear behavior of red blood cells deformability

Cited by 5 publications

References 15 publications

Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise

Recent advances of stretched Gaussian distribution underlying Hausdorff fractal distance and its applications in fitting stretched Gaussian noise

New insights into the analysis of red blood cells from leukemia and anemia patients: Nonlinear quantifiers, fractal mathematics, and Wavelet Transform

Physical applications: analysis of Colombian coffee prices using fractional Brownian motion

Contact Info

Product

Resources

About