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Visualization of Chaos for Finance Majors

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Author Info
CORNELIS A. LOS (Kent State University)

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Abstract

Efforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0 < x(t)<1 and 0 = < kappa < 4. Visual investigation of the logistic equation show the various stability and instability regimes for the various value of the Feigenbaum number kappa. Visualizations for t=20 observations provide clear demonstrations of the stability regimes. We visually investigate these regimes in more detail in the t=101-110 range. For 0 < kappa < 3, the process settles to a unique stable equilibrium. For 3= < kappa < 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= < kappa = < 4.0 the process becomes chaotic, i.e., deterministically random. In this regime are windows of stability, e.g., at kappa=3+2sqrt=3.8284. At kappa=4, pure chaos, the process is extremely sensitive to initial values, as visually is clearly demonstrated. We increase the number of observations to t=1000 and compute the homogeneous Hurst exponent of the process at kappa=4: H=0.004, indicating that x(t) is blue noise, i.e., extreme anti-persistent. 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-1))- space trace out the parabolic strange attractor. Although the strange attractor is a well-defined parabole, the points on the attarctor set are deterministically random and unpredictable.

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Paper provided by EconWPA in its series Finance with number 0409035.

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Date of creation: 13 Sep 2004
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Handle: RePEc:wpa:wuwpfi:0409035

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Related research
Keywords: Logistic Equation; Visualization; Strange Attractor; Chaos; Hurst Exponent;

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Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Other
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other

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References listed on IDEAS
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. Muller, Ulrich A. & Dacorogna, Michel M. & Olsen, Richard B. & Pictet, Olivier V. & Schwarz, Matthias & Morgenegg, Claude, 1990. "Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1189-1208, December. [Downloadable!] (restricted)
  2. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 17(1), pages 61-71, Jan-Mar. [Downloadable!]
  3. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
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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. Espinosa Méndez, Christian, 2007. "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
    [Effect Weekend And Effect Month End In The Chilean Stock Market]
    ," MPRA Paper 3252, University Library of Munich, Germany. [Downloadable!]
  2. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]
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