EE Peters
Fractal Market Analysis – Applying Chaos Theory to Investment and Economics
Applying Chaos Theory to Investment and Economics
Gebonden Engels 1994 9780471585244
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy–to–follow manner for the non–mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.
Specificaties
ISBN13:9780471585244
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:336
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Serie:Wiley Finance
Lezersrecensies
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Inhoudsopgave
FRACTAL TIME SERIES.
<br />
<br /> Failure of the Gaussian Hypothesis.
<br />
<br /> A Fractal Market Hypothesis.
<br />
<br /> FRACTAL (R/S) ANALYSIS.
<br />
<br /> Measuring Memory––The Hurst Process and R/S Analysis.
<br />
<br /> Testing R/S Analysis.
<br />
<br /> Finding Cycles: Periodic and Nonperiodic.
<br />
<br /> APPLYING FRACTAL ANALYSIS.
<br />
<br /> Case Study Methodology.
<br />
<br /> Dow Jones Industrials, 1888–1990: An Ideal Data Set.
<br />
<br /> S&P 500 Tick Data, 1989–1992: Problems with Oversampling.
<br />
<br /> Volatility: A Study in Antipersistence.
<br />
<br /> Problems with Undersampling: Gold and U.K.
<br />
<br /> Inflation.
<br />
<br /> Currencies: A True Hurst Process.
<br />
<br /> FRACTAL NOISE.
<br />
<br /> Fractional Noise and R/S Analysis.
<br />
<br /> Fractal Statistics.
<br />
<br /> Applying Fractal Statistics.
<br />
<br /> NOISY CHAOS.
<br />
<br /> Noisy Chaos and R/S Analysis.
<br />
<br /> Fractal Statistics, Noisy Chaos, and the FMH.
<br />
<br /> Understanding Markets.
<br />
<br /> Appendices.
<br />
<br /> Bibliography.
<br />
<br /> Glossary.
<br />
<br /> Index.
<br />
<br /> Failure of the Gaussian Hypothesis.
<br />
<br /> A Fractal Market Hypothesis.
<br />
<br /> FRACTAL (R/S) ANALYSIS.
<br />
<br /> Measuring Memory––The Hurst Process and R/S Analysis.
<br />
<br /> Testing R/S Analysis.
<br />
<br /> Finding Cycles: Periodic and Nonperiodic.
<br />
<br /> APPLYING FRACTAL ANALYSIS.
<br />
<br /> Case Study Methodology.
<br />
<br /> Dow Jones Industrials, 1888–1990: An Ideal Data Set.
<br />
<br /> S&P 500 Tick Data, 1989–1992: Problems with Oversampling.
<br />
<br /> Volatility: A Study in Antipersistence.
<br />
<br /> Problems with Undersampling: Gold and U.K.
<br />
<br /> Inflation.
<br />
<br /> Currencies: A True Hurst Process.
<br />
<br /> FRACTAL NOISE.
<br />
<br /> Fractional Noise and R/S Analysis.
<br />
<br /> Fractal Statistics.
<br />
<br /> Applying Fractal Statistics.
<br />
<br /> NOISY CHAOS.
<br />
<br /> Noisy Chaos and R/S Analysis.
<br />
<br /> Fractal Statistics, Noisy Chaos, and the FMH.
<br />
<br /> Understanding Markets.
<br />
<br /> Appendices.
<br />
<br /> Bibliography.
<br />
<br /> Glossary.
<br />
<br /> Index.
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