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Dear group members,
I would like to calculate Lyapunov exponent as exploration.
Please find in this page some reference and formula:
http://www.iqnet.cz/dostal/CHA1.htm
Is anyone of you able (and so kind) to build the code for Amibroker
starting from the linked formula?
(NOTE: I have already the code for Hurst Exponent).
many thanks!
PS maybe Dimitri has already some code. ;)
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