Visualization of Chaos for Finance Majors

Cornelis Los

Finance from University Library of Munich, Germany

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

Keywords: Logistic Equation; Visualization; Strange Attractor; Chaos; Hurst Exponent (search for similar items in EconPapers)
JEL-codes: C15 C19 C33 C49 (search for similar items in EconPapers)
Date: 2004-09-13
New Economics Papers: this item is included in nep-fin
Note: Type of Document - pdf
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: Visualization of Chaos for Finance Majors (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0409035

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