Chaos theory in the financial markets : applying fractals, fuzzy logic, genetic algorithms, swarm simulation & the Monte Carlo method to manage market chaos & volatility / Dimitris N. Chorafas.
| Author/creator | Chorafas, Dimitris N. |
| Format | Book |
| Publication Info | Chicago, Ill. : Probus Pub. Co., ©1994. |
| Description | xli, 382 pages : illustrations ; 24 cm |
| Subjects |
| Contents | Implementing chaos theory in financial markets -- Organization, evolution, and the edge of chaos -- Fundamental notions underlying the theory of complexity and its mathematics -- Nonlinear equations and fractals underpinning chaos theory -- The essence of genetic algorithms and their implementation -- Predictors, simulators, and artificial life at Santa Fe Institute -- Non-traditional financial analysis at MIT -- Using fuzzy engineering in financial environments--Dealing with uncertainty in the financial markets -- Case studies on how to apply fuzzy engineering -- Using the Monte Carlo Method in financial analysis -- Can we reach the goal of managing complexity? |
| General note | Includes index. |
| LCCN | 94158436 |
| ISBN | 1557385556 |