000 01636nam a2200157Ia 4500
020 _a978-0471533726
100 _aPeters E.E
245 _aChaos and order in the capital markets: a new view of cycles, prices, and market volatility
260 _c1991
_bJohn Wiley & Sons
_aNew York
300 _axii,240p
_b24 cm; Hard Bound
500 _a$49.95
505 _a1. Introduction: Life Can Be So Complicated -- 2. Random Walks and Efficient Markets -- 3. The Failure of the Linear Paradigm -- 4. Markets and Chaos: Chance and Necessity -- 5. Introduction to Fractals -- 6. The Fractal Dimension -- 7. Fractal Time Series -- Biased Random Walks -- 8. R/S Analysis of the Capital Markets -- 9. Fractal Statistics -- 10. Fractals and Chaos -- 11. Introduction to Nonlinear Dynamic Systems -- 12. Dynamic Analysis of Time Series -- 13. Dynamic Analysis of the Capital Markets -- 14. The Coherent Market Hypothesis -- 15. Fractional Truth: Fuzzy Logic and Behavioral Finance -- 16. Applying Chaos and Nonlinear Methods -- 17. What Lies Ahead: Toward a More General Approach --
520 _a Presenting new analytical techniques, as well as reexamining methods that have been in use for the past forty years, Chaos and Order offers a thorough examination of chaos theory and fractals as applied to investments and economics. This new edition includes timely examples from today's markets and descriptions of cutting-edge technologies - genetic algorithms, wavelets, complexity theory - and hot innovations, such
650 _aCapital Markets
_aEconomics
_aCapital market--Mathematical models
_aFutures market--Mathematical models
942 _cBK
999 _c77119
_d77119