Chaos & Nonlinear Dynamics in the Financial Markets explores both theory and empirical results related to non-linear determinism in the dynamics of asset prices. It includes a wealth of material on the properties of chaotic processes relevant to markets, along with statistical and other tests which have been developed specifically to detect the presence of chaotic behavior. This authoritative guide covers a comprehensive range of issues associated with chaos theory. It includes sections on theoretical foundations; evidence of chaos in the stock market, commodities markets, and money markets; and a section on advanced methodological issues. You'll also find included Chaos Explorer, a complimentary software package that graphically illustrates the chaotic processes that are referenced throughout the book.
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6 of 7 people found the following review helpful:
5.0 out of 5 stars
A bible for the nonlinear traders,
By Patrick Chu (Macau SAR, China) - See all my reviews
This review is from: Chaos & Nonlinear Dynamics in the Financial Markets (Hardcover)
First of all, this book is only a collection of journal papers. However, all of the chapters provide the complete understanding of the new science - chaos theory and its underlying assumption of nonlinearity. In my opinion, this book is the bible for anyone who want to study on this area.
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