Visualization of Chaos for Finance Majors

EÂ¤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.

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Year of publication:	2000
Authors:	Los, Cornelis A.
Institutions:	School of Economics, University of Adelaide
Subject:	chaos \| intermittency \| nonlinear dynamics

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Extent:	application/pdf
Series:	School of Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2000-07 31 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008462862