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• catalog abstract ""If price action is considered to be the product of a random walk only unpredictable news can affect prices, and it is therefore impossible to accurately predict market movement." "Richard Urbach counters this thinking by applying a new set of mathematical techniques to the financial markets, arguing that it is possible to accurately analyze the time series (or 'footprints') of chaotic real systems, map their underlying patterns, and predict future trends." "Footprints of Chaos is the first book to examine the opportunities presented by this new thinking, and is aimed directly at the investment analysts who can benefit from it."--Jacket.".
• catalog contributor b11536012.
• catalog created "2000.".
• catalog date "2000".
• catalog date "2000.".
• catalog dateCopyrighted "2000.".
• catalog description ""If price action is considered to be the product of a random walk only unpredictable news can affect prices, and it is therefore impossible to accurately predict market movement." "Richard Urbach counters this thinking by applying a new set of mathematical techniques to the financial markets, arguing that it is possible to accurately analyze the time series (or 'footprints') of chaotic real systems, map their underlying patterns, and predict future trends." "Footprints of Chaos is the first book to examine the opportunities presented by this new thinking, and is aimed directly at the investment analysts who can benefit from it."--Jacket.".
• catalog description "Dynamical systems -- Intuition -- Theory -- Dynamical systems -- Attractors and limit sets -- Bifurcations -- Reducing flows to discrete maps -- Manifolds and tangent spaces -- Stable and unstable manifolds -- Natural measure -- Entropy -- Intuition -- Theory -- Shannon entropy -- Conditional entropy -- Block entropy -- Renyi entropy -- Noise and measurement error -- Asymptotic results -- Algorithms -- Correlation integral -- Higher order correlation integrals -- Estimation of entropy and its derivatives by order-q correlation integrals -- Green-Savit statistics -- Estimating local statistics -- Entropy for a Gaussian process -- BDS statistic -- Phase space reconstruction -- Intuition -- Theory -- Embeddings -- Reconstruction parameters -- Window size -- Algorithms -- Critical window ([tau]*[subscript w]) -- Global false near neighbors (d[subscript e]) -- Mutual information and autocorrelation ([tau]) -- Singular value fraction ([tau] given d[subscript E]) -- Average displacement ([tau] given d[subscript E]) -- Fill factor (d[subscript E] and [tau]) -- Deformation integral (d[subscript E] and [tau]) -- Trajectory alignment (d[subscript E] and [tau]) -- Prediction error (d[subscript E] and [tau]) -- Test for determinism (d[subscript E] and [tau]) -- Tangent space approach (d[subscript A]) -- Local false near neighbors (d[subscript A]) -- Fractal dimension -- Intuition -- Theory -- A spectrum of dimensions -- D[subscript 2] is invariant -- The correlation exponent -- Convergence -- Scaling region -- Pitfalls.".
• catalog description "Includes bibliographical references (pages 315-317) and index.".
• catalog extent "xiii, 326 p. :".
• catalog hasFormat "Footprints of chaos in the markets.".
• catalog identifier "0273635735".
• catalog isFormatOf "Footprints of chaos in the markets.".
• catalog issued "2000".
• catalog issued "2000.".
• catalog language "eng".
• catalog publisher "London : Financial Times Prentice Hall,".
• catalog relation "Footprints of chaos in the markets.".
• catalog subject "Capital market Mathematical models.".
• catalog subject "Capital market.".
• catalog subject "Chaotic behavior in systems.".
• catalog subject "HG4523 .U73 2000".
• catalog subject "Investments Mathematical models.".
• catalog subject "Nonlinear theories.".
• catalog subject "Time-series analysis Mathematical models.".
• catalog subject "Time-series analysis.".
• catalog tableOfContents "Dynamical systems -- Intuition -- Theory -- Dynamical systems -- Attractors and limit sets -- Bifurcations -- Reducing flows to discrete maps -- Manifolds and tangent spaces -- Stable and unstable manifolds -- Natural measure -- Entropy -- Intuition -- Theory -- Shannon entropy -- Conditional entropy -- Block entropy -- Renyi entropy -- Noise and measurement error -- Asymptotic results -- Algorithms -- Correlation integral -- Higher order correlation integrals -- Estimation of entropy and its derivatives by order-q correlation integrals -- Green-Savit statistics -- Estimating local statistics -- Entropy for a Gaussian process -- BDS statistic -- Phase space reconstruction -- Intuition -- Theory -- Embeddings -- Reconstruction parameters -- Window size -- Algorithms -- Critical window ([tau]*[subscript w]) -- Global false near neighbors (d[subscript e]) -- Mutual information and autocorrelation ([tau]) -- Singular value fraction ([tau] given d[subscript E]) -- Average displacement ([tau] given d[subscript E]) -- Fill factor (d[subscript E] and [tau]) -- Deformation integral (d[subscript E] and [tau]) -- Trajectory alignment (d[subscript E] and [tau]) -- Prediction error (d[subscript E] and [tau]) -- Test for determinism (d[subscript E] and [tau]) -- Tangent space approach (d[subscript A]) -- Local false near neighbors (d[subscript A]) -- Fractal dimension -- Intuition -- Theory -- A spectrum of dimensions -- D[subscript 2] is invariant -- The correlation exponent -- Convergence -- Scaling region -- Pitfalls.".
• catalog title "Footprints of chaos in the markets : analyzing non-linear time series in financial markets and other real systems / Richard M.A. Urbach.".
• catalog type "text".