User friendly programs for nonlinear time series analysis

The following programs are available: delay coordinate embedding, nonlinear noise reduction, mutual information method, false nearest neighbor method, maximal lyapunov exponent, recurrence plot, determinism test, and stationarity test.Tags: chaos theory

3207 days ago

- Good evening to all, through the presentation of Jaguar 1637, I want to ask a question to this forum, I have a great interest in chaos theory applied to forex, I will examine in particular the similarities t...
Tags: chaos theory

3260 days ago

Chaos kernel function using the logistic map?

I made some experiments with different kernels and I would like to share among friends some ideas. Well it is about to use a function expressing chaotic behaviour itself as a kernel. The simplest thing was to look at the most simple logistic map. That is the equation of the logi...Tags: kernel, chaos theory

3302 days ago

- Hi All Take a look on this : http://www.bearcave.com/misl/misl_tech/wavelets/hurst/
Tags: hurst exponent, chaos theory

3332 days ago

Chart patterns or Chaos attractors?

Can we analyse the chart patterns as chaotic attractors? That is a modern explanation of the chart patterns that make sense. I will give a definition of an attractor using the Wikipedia. The problem is that the traders do not understand the science of chaos, and the scientists do not understan...Tags: chaos theory, chaos attractors

3406 days ago

Hurst Exponent, Lyapunov exponent and the Stock market Predictability

This is the most concise article on the subject I know. Straight to the point. What are the instruments and how they can help you? The article is about: Hurst exponent Lyapunov exponent I had an em-mail correspondence with Mr. Dostal the author of the article. And I shared him that it looks l...Tags: chaos theory

3468 days ago

Lyapunov exponent free software running on Windows

Calculate the Lyapunov exponent of the price-time series with Lag Space. Do not forget to detrend the data before calculating the Lyapunov exponent. You need to write the full dame wth the .dat extension. The program does not end you need to shut down manually. От 23 се...Tags: chaos theory

3467 days ago

Hurst Exponent and Financial market predictability

Here on this paper it is concluded that the periods with large Hurst exponent can be predicted more accurately than those with H values close to random series. This suggests that stock markets are not totally random in all periods. Some periods have strong trend structure and this structure can b...Tags: market state analysis, chaos theory

3471 days ago