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Assessing the Entropies of the Feigenbaum Strange Attractor and the S&P-500 Index as Factors Driving the Production of Information in Market Economies

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  • Dominique, C-Rene

Abstract

This note investigates two strange attractors, namely, the Feigenbaum attractor that arises in unimodal maps and the attractor of the S&P-500 Index in relation to their ability to produce market information.

Suggested Citation

  • Dominique, C-Rene, 2018. "Assessing the Entropies of the Feigenbaum Strange Attractor and the S&P-500 Index as Factors Driving the Production of Information in Market Economies," MPRA Paper 89873, University Library of Munich, Germany, revised 05 Nov 2018.
    • Handle: RePEc:pra:mprapa:89873
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    References listed on IDEAS

    as
    1. Erhan Bayraktar & H. Vincent Poor & K. Ronnie Sircar, 2004. "Estimating The Fractal Dimension Of The S&P 500 Index Using Wavelet Analysis," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(05), pages 615-643.
    2. Greene, Myron T. & Fielitz, Bruce D., 1977. "Long-term dependence in common stock returns," Journal of Financial Economics, Elsevier, vol. 4(3), pages 339-349, May.
    3. Dominique, C-Rene, 2018. "Could Noise Spectra of Strange Attractors Better Explained Wealth and Income Inequalities? Evidence from the S&P-500 Index," MPRA Paper 84182, University Library of Munich, Germany.
    4. S. Gluzman & V. I. Yukalov, 1997. "Renormalization Group Analysis of October Market Crashes," Papers cond-mat/9710336, arXiv.org, revised Apr 1998.
    5. Alvarez-Ramirez, Jose & Alvarez, Jesus & Rodriguez, Eduardo & Fernandez-Anaya, Guillermo, 2008. "Time-varying Hurst exponent for US stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(24), pages 6159-6169.
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    More about this item

    Keywords

    Strange attractors; Fractional dimensions; Frequencies; SDIC; Information; Entropy;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G1 - Financial Economics - - General Financial Markets

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