Chaos Theory in the Financial Markets / Edition 1

Chaos Theory in the Financial Markets / Edition 1

by Robert Trippi
     
 

Chaos theory is a revolutionary approach to understanding and forecasting the behavior of complex systems. The theory, which utilizes nonlinear mathematics to identify the underlying rules of evolving systems, provides extraordinary insights into the dynamics of the financial markets. In so doing, Dr. Chorafas explores a variety of new approaches that provide an… See more details below

Overview

Chaos theory is a revolutionary approach to understanding and forecasting the behavior of complex systems. The theory, which utilizes nonlinear mathematics to identify the underlying rules of evolving systems, provides extraordinary insights into the dynamics of the financial markets. In so doing, Dr. Chorafas explores a variety of new approaches that provide an entirely new perspective on financial market analysis and forecasting. Topics include: the concepts and mathematics of chaos theory; using nonlinear equations and fractals to forecast the currency market; genetic algorithms and neural networks.

Product Details

ISBN-13:
9781557385550
Publisher:
McGraw-Hill Professional Publishing
Publication date:
03/01/1994
Edition description:
Net
Pages:
400
Product dimensions:
6.30(w) x 9.30(h) x 1.21(d)

Table of Contents

List of Figures and Tables
Foreword
Foreword
Preface
Acknowledgments
Pt. 1Introduction to Complexity Theory1
1Implementing Chaos Theory in Financial Markets3
2Organization, Evolution, and the Edge of Chaos33
3Fundamental Notions Underlying the Theory of Complexity and Its Mathematics59
4NonLinear Equations and Fractals Underpinning Chaos Theory89
Pt. 2From Genetic Algorithms to Fuzzy Engineering125
5The Essence of Genetic Algorithms and their Implementation127
6Predictors, Simulators, and Artificial Life at Santa Fe Institute157
7Non-Traditional Financial Analysis at MIT187
8Using Fuzzy Engineering in Financial Environments217
Pt. 3Implementing Advanced Financial Analysis247
9Dealing with Uncertainty in the Financial Markets249
10Case Studies on How to Apply Fuzzy Engineering281
11Using the Monte Carlo Method in Financial Analysis315
12Can We Reach the Goal of Managing Complexity?343
Index373

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