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Aleksandr Mikhailovich Lyapunov
He was born 6 June 1857 in Yaroslavl (Russia) and died 3 November
1918 in Odessa (he committed suicide three days after the death of
his wife).
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This would probably be a start for this interesting discussion. The
topic is fairly advanced and I do not know if it is interesting for
the readers of this list.
Hans,
Since you already have the AFL code for Hurst Exponent, post it
together with a short description for the use to begin with.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Hans" <hansib@xxxx> wrote:
> 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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