Fractal Market Analysis

Author : Edgar E. Peters
Publisher : John Wiley & Sons
ISBN 13 : 0471585246
Total Pages : 341 pages
Book Rating : 4.44/5 ( download)

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Download or read book Fractal Market Analysis written by Edgar E. Peters and published by John Wiley & Sons. This book was released on 1994-02-08 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Edgar E. Peters
Publisher : John Wiley & Sons
ISBN 13 : 9780471585244
Total Pages : 352 pages
Book Rating : 4.46/5 ( download)

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Download or read book Fractal Market Analysis written by Edgar E. Peters and published by John Wiley & Sons. This book was released on 1994-02-08 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Benoit B. Mandelbrot
Publisher : Profile Books
ISBN 13 : 1847651550
Total Pages : 352 pages
Book Rating : 4.56/5 ( download)

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Download or read book The (Mis)Behaviour of Markets written by Benoit B. Mandelbrot and published by Profile Books. This book was released on 2010-10-01 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.

Author : Clifford Brown
Publisher : SAGE Publications
ISBN 13 : 148334312X
Total Pages : 113 pages
Book Rating : 4.29/5 ( download)

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Download or read book Fractal Analysis written by Clifford Brown and published by SAGE Publications. This book was released on 2010-04-14 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: A specialized presentation of fractal analysis oriented to the social sciences This primer uses straightforward language to give the reader step-by-step instructions for identifying and analyzing fractal patterns and the social process that create them. By making fractals accessible to the social science students, this book has a significant impact on the understanding of human behavior. This is the only book designed to introduce fractal analysis to a general social science audience.

Author : Herb Kunze
Publisher : Springer Science & Business Media
ISBN 13 : 1461418917
Total Pages : 417 pages
Book Rating : 4.17/5 ( download)

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Download or read book Fractal-Based Methods in Analysis written by Herb Kunze and published by Springer Science & Business Media. This book was released on 2011-11-18 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of modeling the behaviour of phenomena at multiple scales has become a useful tool in both pure and applied mathematics. Fractal-based techniques lie at the heart of this area, as fractals are inherently multiscale objects; they very often describe nonlinear phenomena better than traditional mathematical models. In many cases they have been used for solving inverse problems arising in models described by systems of differential equations and dynamical systems. "Fractal-Based Methods in Analysis" draws together, for the first time in book form, methods and results from almost twenty years of research in this topic, including new viewpoints and results in many of the chapters. For each topic the theoretical framework is carefully explained using examples and applications. The second chapter on basic iterated function systems theory is designed to be used as the basis for a course and includes many exercises. This chapter, along with the three background appendices on topological and metric spaces, measure theory, and basic results from set-valued analysis, make the book suitable for self-study or as a source book for a graduate course. The other chapters illustrate many extensions and applications of fractal-based methods to different areas. This book is intended for graduate students and researchers in applied mathematics, engineering and social sciences. Herb Kunze is a professor of mathematics at the University of Guelph in Ontario. Davide La Torre is an associate professor of mathematics in the Department of Economics, Management and Quantitative Methods of the University of Milan. Franklin Mendivil is a professor of mathematics at Acadia University in Nova Scotia. Edward Vrscay is a professor in the department of Applied Mathematics at the University of Waterloo in Ontario. The major focus of their research is on fractals and the applications of fractals.

Author : Edgar E. Peters
Publisher : John Wiley & Sons
ISBN 13 : 9780471139386
Total Pages : 296 pages
Book Rating : 4.86/5 ( download)

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Download or read book Chaos and Order in the Capital Markets written by Edgar E. Peters and published by John Wiley & Sons. This book was released on 1996-08-30 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest developments in chaos theory - from an industry expert Chaos and Order in the Capital Markets was the first book to introduce and popularize chaos as it applies to finance. It has since become the classic source on the topic. This new edition is completely updated to include the latest ripples in chaos theory with new chapters that tie in today's hot innovations, such as fuzzy logic, neural nets, and artificial intelligence. Critical praise for Peters and the first edition of Chaos and Order in the Capital Markets "The bible of market chaologists." - BusinessWeek "Ed Peters has written a first-class summary suitable for any investment professional or skilled investor." - Technical Analysis of Stocks & Commodities "It ranks among the most provocative financial books of the past few years. Reading this book will provide a generous payback for the time and mental energy expended." - Financial Analysts Journal This second edition of Chaos and Order in the Capital Markets brings the topic completely up to date with timely examples from today's markets and descriptions of the latest wave of technology, including genetic algorithms, wavelets, and complexity theory. Chaos and Order in the Capital Markets was the very first book to explore and popularize chaos theory as it applies to finance. It has since become the industry standard, and is regarded as the definitive source to which analysts, investors, and traders turn for a comprehensive overview of chaos theory. Now, this invaluable reference - touted by BusinessWeek as "the bible of market chaologists" - has been updated and revised to bring you the latest developments in the field. Mainstream capital market theory is based on efficient market assumptions, even though the markets themselves exhibit characteristics that are symptomatic of nonlinear dynamic systems. As it explores - and validates - this nonlinear nature, Chaos and Order repudiates the "random walk" theory and econometrics. It shifts the focus away from the concept of efficient markets toward a more general view of the forces underlying the capital market system. 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 as fuzzy logic and artificial intelligence. Beyond the history of current capital market theory, Chaos and Order covers the crucial characteristics of fractals, the analysis of fractal time series through rescaled range analysis (R/S), the specifics of fractal statistics, and the definition and analysis of chaotic systems. It offers an in-depth exploration of: * Random walks and efficient markets - the development of the efficient market hypothesis (EMH) and modern portfolio theory * The linear paradigm - why it has failed * Nonlinear dynamic systems - phase space, the Henon Map, Lyapunov exponents * Applying chaos and nonlinear methods - neural networks, genetic algorithms * Dynamical analysis of time series - reconstructing a phase space, the fractal dimension Tonis Vaga's Coherent Market Hypothesis - the theory of social imitation, control parameters, Vaga's implementations Plus, Chaos and Order now contains a Windows-compatible disk including data sets for running analyses described in the appendices. Written by a leading expert in the field, Chaos and Order in the Capital Markets has all the information you need for a complete, up-to-date look at chaos theory. This latest edition will undoubtedly prove to be as invaluable as the first.

Author : Benoit B. Mandelbrot
Publisher : Springer Science & Business Media
ISBN 13 : 1475727631
Total Pages : 558 pages
Book Rating : 4.30/5 ( download)

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Download or read book Fractals and Scaling in Finance written by Benoit B. Mandelbrot and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.

Author : Soul Esprit
Publisher : Ngp
ISBN 13 : 9780984128167
Total Pages : 132 pages
Book Rating : 4.66/5 ( download)

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Download or read book Fractal Trading written by Soul Esprit and published by Ngp. This book was released on 2011-09 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: A detailed study of how to identify the location of prices in financial markets. Projection analysis anticipates future quantitative changes according to Fractal Geometric criteria that makes possible forecasting subsequent prices with a high degree of precision.

Author : Jun Kigami
Publisher : Cambridge University Press
ISBN 13 : 0521793211
Total Pages : 238 pages
Book Rating : 4.16/5 ( download)

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Download or read book Analysis on Fractals written by Jun Kigami and published by Cambridge University Press. This book was released on 2001-06-07 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers analysis on fractals, a developing area of mathematics which focuses on the dynamical aspects of fractals, such as heat diffusion on fractals and the vibration of a material with fractal structure. The book provides a self-contained introduction to the subject, starting from the basic geometry of self-similar sets and going on to discuss recent results, including the properties of eigenvalues and eigenfunctions of the Laplacians, and the asymptotical behaviors of heat kernels on self-similar sets. Requiring only a basic knowledge of advanced analysis, general topology and measure theory, this book will be of value to graduate students and researchers in analysis and probability theory. It will also be useful as a supplementary text for graduate courses covering fractals.

Author : Christopher J. Bishop
Publisher : Cambridge University Press
ISBN 13 : 1107134110
Total Pages : 415 pages
Book Rating : 4.19/5 ( download)

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Download or read book Fractals in Probability and Analysis written by Christopher J. Bishop and published by Cambridge University Press. This book was released on 2017 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.