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Visualization of Chaos for Finance Majors

Author

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  • CORNELIS A. LOS

    (Kent State University)

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

Suggested Citation

  • Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0409035
    Note: Type of Document - pdf
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0409/0409035.pdf
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    References listed on IDEAS

    as
    1. Cornelis A. Los, 2000. "A Scientific Perspective," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 1, pages 19-33, World Scientific Publishing Co. Pte. Ltd..
    2. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis: Reply," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 526-531, Oct-Dec.
    3. Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
    4. Jeyanthi Karuppiah & Cornelis A. Los, 2000. "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," Adelaide Economics Working Papers 2000-06, Adelaide University, School of Economics.
    5. 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.
    6. 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.
    7. Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78, World Scientific Publishing Co. Pte. Ltd..
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Espinosa Méndez, Christian, 2005. "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.
    2. C-Rene DOMINIQUE, 2016. "Analyzing Market Economies from the Perspective of Information Production, Policy, and Self-organized Equilibrium," Expert Journal of Economics, Sprint Investify, vol. 4(1), pages 14-23.
    3. Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012. "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper 41408, University Library of Munich, Germany.
    4. Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
    5. 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.
    6. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, University Library of Munich, Germany.

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    Keywords

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    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

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