Visualization of Chaos for Finance Majors

Cornelis Los

No 2000-07, School of Economics and Public Policy Working Papers from University of Adelaide, School of Economics and Public Policy

Abstract: E¤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.

Keywords: chaos; intermittency; nonlinear dynamics (search for similar items in EconPapers)
Pages: 31 pages
Date: 2000
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Visualization of Chaos for Finance Majors (2004)
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