Results for "chaos theory"
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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
4477 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
4530 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
4572 days ago
- Hi All Take a look on this : http://www.bearcave.com/misl/misl_tech/wavelets/hurst/
Tags: hurst exponent, chaos theory
4602 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
4677 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
4739 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
4738 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
4741 days ago