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



PureBytes Links

Trading Reference Links


Here some intresting information 

http://hypertextbook.com/chaos

and here some intresting sources

http://hypertextbook.com/chaos/92b.shtml


--- In amibroker@xxxxxxxxxxxxxxx, "Hans" <hansib@xxxx> wrote:
> 
> Hello Dimitris,
> 
> here is the code for the exploration of Hurst Exponent:
> 
...........................................
> I hope this could be a good start
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > 
> > ...
> > 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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