Footprints of chaos in the markets: analyzing non-linear time series in financial markets and other real systems
Auteur :
Urbach, Richard
Éditeur :
Urbach, Richard
ISBN :
9780273635734
Date de publication :
22 déc. 1999
Dimensions :
24,2 x 16,4 x 3,0 cm
Poids :
795 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book examines the opportunities that the new techniques of non-linear statistics provide to the financial markets and gives practical advice on how they can be applied for forecasting. Non-linearity means that effect is not proportional to cause, i.e. the same-sized cause can have different sized effects depending on circumstances.