This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Visualization Of The Road To Chaos For Finance And Economics Majors

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Cornelis A Los

Additional information is available for the following registered author(s):

Abstract

Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t) = kx(t - 1)[1 - x(t - 1)], with 0 < x(t) < 1 and 0 £ k < 4. Visual investigation of the logistic equation shows the various stability and instability regimes for the various values of the Feigenbaum number k. Visualizations for t = 20 observations provide clear demonstrations of the stability regimes. The author algebraically analyzes all these regimes in more detail. For 0 < k < 3, the process settles to a unique stable equilibrium. For 3 £ k < 3.6, the process bifurcates, or, as colored visualization shows but not black-and-white, its pitchfork bifurcation branches “bang-bang” switch between two regimes. For 3.6 £ k =< 4, the process becomes chaotic, i.e., deterministically random. In this regime are windows of stability, e.g., at k = 3 + = 3.8284. At k = 4, pure chaos, the process is extremely sensitive to initial values, which is clearly demonstrated visually. The author increases the number of observations to t = 1000, and computes the homogeneous Hurst exponent of the process at k = 4: H = 0.004, indicating that x(t) is blue noise, i.e., extremely antipersistent. A histogram shows a highly platykurtic distribution of x(t), with an imploded “mode”, with extremely fat tails higher than the “mode”, against the reflecting values at x = 0 and x = 1. Several plots of the state directory of the system in the (x(t), x(t - l)) space trace out the parabolic strange attractor. Although the strange attractor is a well-defined parabole, the points on the attractor set are deterministically random and unpredictable.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by Icfai Press in its journal The Icfai University Journal of Financial Economics.

Volume (Year): IV (2006)
Issue (Month): 4 (December)
Pages: 7-34
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:icf:icfjfe:v:04:y:2006:i:4:p:7-34

Contact details of provider:

For technical questions regarding this item, or to correct its listing, contact: (Srinivasulu Bayineni).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]
Statistics
Access and download statistics

Did you know? The RePEc project started in 1997. Its precursor, NetEc, dates back to 1993.

This page was last updated on 2009-12-2.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.