Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Volatility
This edition of a Wiley classic brings Chaos completely up-to-date with timely examples from today's markets and descriptions of the related cutting-edge technologies such as genetic algorithms, wavelets, complexity theory and hot innovations, such as fuzzy logic and artificial intelligence. Contents include: non-linear dynamics, fractals, rescales range (R/S) analysis and a case-by-case analysis of the capital markets using chaos models and updated examples.