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Read Ilya Prigozhin. You will learn a lot. Chaos is in all dynamic systems.
Chaos is one method, no better or worse, just trendy. It's about something else. It's about a systematic approach to the construction of TC.
You can also approach chaos in a systematic way. I have read one or two good publications on the application of chaos to stock market trading. It's a bit complicated for me, to be honest...
You can also approach chaos in a systematic way. I have read one or two good publications on the application of chaos to stock market trading. It's a bit complicated for me, to be honest...
We know, we've been there. They change a couple of parameters in the standard deviation formula - and proudly announce: "It's Chaos!!! "It's Chaos!!! Our new method is based on the chaos theory!" But in fact, they take an ancient statistical apparatus chewed up a hundred times over, wrap it up in a beautiful wrapper "CHAOS" and present it as a new dish. But you cannot cheat reality. We read the preamble of the book and trash it. If the preamble (idea) makes sense, develop a new methodology for it.
) Basically, it takes US stock quotes (there are thousands of them, you can choose...), diaries. Then we look for a dip parameter in the lag space, calculate Lyapunov exponent and other delights. But frankly speaking, it doesn't yield such a nice result...
Once again. You can search in the lag space even dark matter (there is such an activist here), but if your calculation is devoid of common sense, it is all the same what Lyapunov exponent and where you will apply it. It will not give the result, as you yourself say.
Once again. You can search the lag space even dark matter (we have such an activist), but if your calculation is devoid of common sense, it does not matter which Lyapunov exponent and where you will apply. It will not give the result, as you yourself say.
Yes. I agree. You could consider the correlation between cow yield and the degree of baldness of the milkmen. ) The point would be lost, although "the algorithm works".
So has anyone actually calculated this very Lyapunov exponent on forex?
in the sense of multi-currency analysis...
I think the standard correlation coefficients are not very suitable due to the non-linearity and lag of the series.
So has anyone actually calculated this very Lyapunov exponent on forex?
in the sense of multi-currency analysis...
I think the standard correlation coefficients are not very suitable due to the non-linearity and lag of the series.