A.I. Ivanov, Y.Y. Egorovа

There is a statement that the market can be considered as a collective biometric system of interaction between many people (buyers and sellers). As a result, traditional statistical techniques for market data analysis can be applied to the analysis of biometric data and vice versa. The article considers the problem of estimating the Hurst exponent for biometric data and market data. The authors suggest a method of calculating the current Hurst exponent, oriented towards the use of small data samples. The researchers have attempted to assess the sustainability of market by controlling the entropy of its current state without prior knowledge of the current task dimensions