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Fractal market analysis : applying chaos theory to investment and economics / Edgar E. Peters
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Fractal market analysis : applying chaos theory to investment and economics / Edgar E. Peters

by Edgar Peters

This text applies chaos theory and fractal statistics to financial markets, introducing the fractal market hypothesis. It details rescaled range analysis and non-linear dynamic modelling for analysing market volatility, turbulence and non-periodic cycles.

Accession 10168 ISBN 0471585246 Publisher John Wiley & Sons
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Culture Economics Engineering Finance Mathematics Science Social Sciences
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Fractal market analysis : applying chaos theory to investment and economics / Edgar E. Peters
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Edgar Peters
tags→ tags
Science, Geometry, Mathematics, Social sciences, Civilisation, Economics, Investments, Finance, Stock exchanges, Capital market, Money market, Investment analysis, Fractals, Dimension theory (Topology), Topology, Chaotic behaviour in systems, System theory, Science -- Philosophy, Fractal analysis, Geometric analysis
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