This conceptual work introduces the mathematics of fractals and chaos theory and applies them to investments and economics. The text notes a shift away from efficient capital markets and examines the concept of a chaotic economic system which exists on volatility rather than equilibrium.
Chaos and Order in the Capital Markets Summary
Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility by Edgar E. Peters
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Table of Contents
THE NEW PARADIGM: Random Walks and Efficient Markets; The Failure of the Linear Paradigm; Markets and Chaos: Chance and Necessity; FRACTAL STRUCTURE IN THE CAPITAL MARKETS: Introduction to Fractals; The Fractal Dimension; Fractal Time Series: Biased Random Walks; R/S Analysis of the Capital Markets; Fractal Statistics; Fractals and Chaos; NON-LINEAR DYNAMICS: Introduction to Non-Linear Dynamic Systems; Dynamical Analysis of Time Series; Dynamical Analysis of the Capital Markets; Two New Approaches; What Lies Ahead: Towards a More General Approach.
Additional information
GOR003454561
9780471533726
0471533726
Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility by Edgar E. Peters
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