Hurst variants, multifractal spectra (MF-DFA / A-MF-DFA / MFCCA / S-MF-DFA), Δh(q) scaling, multivariate fBm, fractal dimensions (Petrosian, Katz, Higuchi).
Each candidate (filled circle) sits in the lane matching its coverage status. The dashed-circle ⊙ "ghost" markers in the PY-SCHEMA lane are existing open_deviation_bars columns from column_comments.py — your existing coverage surface.
Coverage detail quotes the verdict source verbatim (file:line citation where applicable).
| # | Candidate | Source | Coverage | Coverage detail | FOSS @ SHA |
|---|---|---|---|---|---|
| #22 | Hurst R/S (Anis-Lloyd) | both | py-schema | crates/opendeviationbar-hurst (R/S w/ rs_corrected); lookback_hurst active=False |
nolds@f121fee
|
| #23 | Hurst via DFA | both | py-schema | lookback_hurst:47, intra_hurst:69 (active=False) |
antropy / nolds@f121fee
|
| #24 | Generalised Hurst (Di Matteo & Aste) | claude-dr | none | passed 4-source novelty |
nolds@f121fee
|
| #25 | MF-DFA spectrum h(q) | both | none | passed 4-source novelty |
MFDFA@ef652e1
|
| #26 | Singularity spectrum α, f(α) | claude-dr | none | passed 4-source novelty |
MFDFA@ef652e1
|
| #27 | Multifractal scaling exponents τ(q) | claude-dr | none | passed 4-source novelty |
MFDFA@ef652e1
|
| #28 | Multifractal spectrum width Δα | claude-dr | parallel-session | other-session 10-feature list #1 |
wrapper on MFDFA@ef652e1
|
| #29 | Asymmetric MF-DFA H+ | gemini-dr | none | passed 4-source novelty (reimplement from Cao 2013 Eqs.) |
no public implementation
|
| #30 | Asymmetric MF-DFA H− | gemini-dr | none | passed 4-source novelty (reimplement from Cao 2013 Eqs.) |
no public implementation
|
| #31 | A-MF-DFA H+/H− divergence | gemini-dr | none | passed 4-source novelty (derived from #29 + #30) |
no public implementation
|
| #32 | Segmented MF-DFA (S-MF-DFA) | claude-dr | none | passed 4-source novelty (reimplement from Saâdaoui 2024) |
no public implementation
|
| #33 | Finite-sample Hurst extrapolation | claude-dr | none | passed 4-source novelty |
wrapper on MFDFA@ef652e1
|
| #34 | Δh(q) on returns | claude-dr | none | passed 4-source novelty |
wrapper on MFDFA@ef652e1
|
| #35 | Δh(q) on absolute returns | claude-dr | none | passed 4-source novelty |
wrapper on MFDFA@ef652e1
|
| #36 | Δh(q) on volatility increments | claude-dr | none | passed 4-source novelty |
wrapper on MFDFA@ef652e1
|
| #37 | MF-DFA on realized volatility | claude-dr | none | passed 4-source novelty |
wrapper on MFDFA@ef652e1
|
| #38 | MF-DFA on jump series (MinRV) | claude-dr | parallel-session | other-session 10-feature list #6 |
jump extractor + MFDFA@ef652e1
|
| #39 | MFCCA — q-dependent ρ_DCCA(q,s) | claude-dr | none | passed 4-source novelty (reimplement from Zhou 2008) |
no public implementation
|
| #40 | Volatility-volume cross-multifractality | claude-dr | none | passed 4-source novelty (depends on #39) |
no public implementation
|
| #41 | Multivariate fBm cross-asset Hurst | claude-dr | none | passed 4-source novelty (NEW: mfbm/mfou) |
leonardo-toffalini/mfbm@f7b683c
|
| #42 | Multiscale Shannon-Hurst informativeness curve | claude-dr | none | passed 4-source novelty (reimplement from Brouty 2024) |
no public implementation
|
| #43 | Petrosian fractal dimension | claude-dr | none | passed 4-source novelty |
antropy@dfbe688
|
| #44 | Katz fractal dimension | claude-dr | none | passed 4-source novelty |
antropy@dfbe688
|
| #45 | Higuchi fractal dimension | claude-dr | none | passed 4-source novelty |
antropy@dfbe688
|