000 | 01636nam a2200157Ia 4500 | ||
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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 |
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300 |
_axii,240p _b24 cm; Hard Bound |
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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 |
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942 | _cBK | ||
999 |
_c77119 _d77119 |