Visualization of Chaos for Finance Majors
AbstractEÂ¤orts to simulate turbulence in the financial markets include experiments with the dynamic logistic parabola. Visual investigation of the logistic process show the various stability regimes for a range of the real growth parameter. Visualizations for the initial 20 observations provide clear demonstrations of rapid stabilization of the process regimes.
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Bibliographic InfoPaper provided by University of Adelaide, School of Economics in its series School of Economics Working Papers with number 2000-07.
Length: 31 pages
Date of creation: 2000
Date of revision:
chaos; intermittency; nonlinear dynamics;
Other versions of this item:JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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.:
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