EVERYDAY FREE SHIPPING on $25 & up  Excludes Marketplace items
EVERYDAY FREE SHIPPING
on $25 & up
 Excludes Marketplace
Fractal Market Analysis : Applying Chaos Theory to Investment and Economics

Fractal Market Analysis : Applying Chaos Theory to Investment and Economics - 94 edition

ISBN13: 978-0471585244

Cover of Fractal Market Analysis : Applying Chaos Theory to Investment and Economics 94 (ISBN 978-0471585244)
ISBN13: 978-0471585244
ISBN10: 0471585246
Cover type: Print On Demand
Edition: 94
Copyright: 1994
Publisher: John Wiley & Sons, Inc.
Published: 1994
International: No

List price: $115.00

More Shipping Options

Fractal Market Analysis : Applying Chaos Theory to Investment and Economics - 94 edition

ISBN13: 978-0471585244

Edgar E. Peters

ISBN13: 978-0471585244
ISBN10: 0471585246
Cover type: Print On Demand
Edition: 94
Copyright: 1994
Publisher: John Wiley & Sons, Inc.
Published: 1994
International: No
Summary

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.

Table of Contents

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.

More Shipping Options