Fractal Market Analysis Applying Chaos Theory to Investment and Economics

Name: Fractal Market Analysis Applying Chaos Theory to Investment and Economics
Availability: InStock
ISBN: 9780471585244

ISBN-10: 0471585246

ISBN-13: 9780471585244

Edition: 1st 1993

Authors: Edgar E. Peters

List price: $120.00

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Description:

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.

Book details

List price: $120.00
Edition: 1st
Copyright year: 1993
Publisher: John Wiley & Sons, Incorporated
Publication date: 2/8/1994
Binding: Hardcover
Pages: 336
Size: 6.20" wide x 9.59" long x 1.09" tall
Weight: 1.606
Language: English



Fractal Time Series


Failure of the Gaussian Hypothesis


A Fractal Market Hypothesis


Fractal (R/S) Analysis


Measuring Memory--The Hurst Process and R/S Analysis


Testing R/S Analysis


Finding Cycles: Periodic and Nonperiodic


Applying Fractal Analysis


Case Study Methodology


Dow Jones Industrials, 1888-1990: An Ideal Data Set


S&P 500 Tick Data, 1989-1992: Problems with Oversampling


Volatility: A Study in Antipersistence


Problems with Undersampling: Gold and U.K


Inflation


Currencies: A True Hurst Process


Fractal Noise


Fractional Noise and R/S Analysis


Fractal Statistics


Applying Fractal Statistics


Noisy Chaos


Noisy Chaos and R/S Analysis


Fractal Statistics, Noisy Chaos, and the FMH


Understanding Markets


Appendices


Bibliography


Glossary


Index