Re: [amibroker] Re: Lyapunov exponent and predictability (day)

["Corey Saxe" <res1wgwl@xxxxxxxxxxx>]

http://mathworld.wolfram.com/LyapunovCharacteristicExponent.html

-CS
  ----- Original Message ----- 
  From: DIMITRIS TSOKAKIS 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, October 02, 2004 11:10 AM
  Subject: [amibroker] Re: Lyapunov exponent and predictability (day)



  ...
  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).
  ...
  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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