I want to calculate the Lyapunov Exponent and the Index of Abrupt Changes for a series of time. The input data will be the closing prices of the stock and the exit information should be the Lyapunov Exponent and the Index of Abrupt Changes of the last available day. The code must be written in Python. I will later transpose this code to the Meta Trader.
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I can finish this task in a day. If you check my reviews, I have recently finished a python task on this platform. Thanks! Phoenix Relevant Skills and Experience Python