Visualization of Chaos for Finance Majors
EÂ¤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.
|Date of creation:||2000|
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World Scientific Book Chapters,in: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78
World Scientific Publishing Co. Pte. Ltd..
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