References

Chaos Theory

»Posted by on Dec 3, 2014 in References | 0 comments

Chaos Theory

Editor’s note: Manus J. Donahue, III composed this essay in December, 1997 as a student at Duke University majoring in physics, mathematics and philosophy. It has been cited in The New York Times and has been awarded technology site of the day. The article has been reprinted here with the author’s permission. This page has also been selected by the researchers at Lightspan StudyWeb┬« to receive their award as one of the best educational resources on the Web.     The stock markets are said to be nonlinear, dynamic systems. Chaos theory is the mathematics of studying such nonlinear, dynamic systems. The world of mathematics has been confined to the linear world for centuries. That is to say, mathematicians and physicists have overlooked...

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Unraveling The Mystery Of Stock Prices

»Posted by on May 3, 2013 in References | 0 comments

Unraveling The Mystery Of Stock Prices

by Dr. Boris...

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A Multifractal Walk Down Wall Street

»Posted by on Apr 3, 2013 in References | 0 comments

A Multifractal Walk Down Wall Street

by Benoit B. Mandelbrot The geometry that describes the shape of coastlines and the patterns of galaxies also elucidates how stock prices soar and plummet Individual investors and professional stock and currency traders know better than ever that prices quoted in any financial market often change with heart-stopping swiftness. Fortunes are made and lost in sudden bursts of activity when the market seems to speed up and the volatility soars. Last September, for instance, the stock for Alcatel, A French telecommunications equipment manufacturer, dropped about 40 percent one day and fell another 6 percent over the next few days. In a reversal, the stock shot up 10 percent on the fourth day. The classical financial models used for most of this century predict that...

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Fractal Dimension Index

»Posted by on Mar 3, 2013 in References | 0 comments

by Erik T. Long Welcome to the world of Chaos. What is Chaos? Chaos is lightening, weather patterns, earthquakes, and financial markets. In short, Chaos is a nonlinear dynamic system that appears to be random when in effect is a higher form of order. Complexity is the point where the transition to Chaos takes place and is really what we are interested in when studying markets. Order and randomness exist simultaneously, allowing a degree of predictability. Both social and natural systems including private, governmental, and financial institutions fall within this category. People design these complex systems only to find that they take on a life of their own. Each of these networks is sustained by complex feedback loops, re-entering the system at...

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Futures Magazine Review of Fractal Finance

»Posted by on Feb 3, 2013 in References | 0 comments

Futures Magazine Review of Fractal Finance

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Managing Financial Risk with Fractal Geometry

»Posted by on Jan 15, 2013 in References | 0 comments

by Jay Sorkin and Shera Buyer Futures Magazine 08/2001

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