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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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