lyapunov exponents in financial forecasting
Lyapunov exponents in financial forecasting refer to mathematical measurements used to assess the predictability and stability of a financial system. These exponents provide insights into the rate of divergence or convergence of trajectories within a system, helping to quantify the level of chaos or order in financial data. By evaluating the Lyapunov exponents, analysts can better understand the potential risks and volatility associated with a particular financial model or forecasting algorithm.
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