Ship-Ship-Hooray! Free Shipping on $25+ Details >
Fractal Market Analysis : Applying Chaos Theory to Investment and Economics

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

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

ISBN13: 9780471585244

ISBN10: 0471585246

Fractal Market Analysis : Applying Chaos Theory to Investment and Economics by Edgar E. Peters - ISBN 9780471585244
Edition: 94
Copyright: 1994
Publisher: John Wiley & Sons, Inc.
Published:
International: No
Fractal Market Analysis : Applying Chaos Theory to Investment and Economics by Edgar E. Peters - ISBN 9780471585244

ISBN13: 9780471585244

ISBN10: 0471585246

Edition: 94

shop us with confidence

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

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.