Fractal Market Analysis – Applying Chaos Theory to Investment and Economics

FRACTAL TIME SERIES.
<br />
<br /> Failure of the Gaussian Hypothesis.
<br />
<br /> A Fractal Market Hypothesis.
<br />
<br /> FRACTAL (R/S) ANALYSIS.
<br />
<br /> Measuring Memory––The Hurst Process and R/S Analysis.
<br />
<br /> Testing R/S Analysis.
<br />
<br /> Finding Cycles: Periodic and Nonperiodic.
<br />
<br /> APPLYING FRACTAL ANALYSIS.
<br />
<br /> Case Study Methodology.
<br />
<br /> Dow Jones Industrials, 1888–1990: An Ideal Data Set.
<br />
<br /> S&amp;P 500 Tick Data, 1989–1992: Problems with Oversampling.
<br />
<br /> Volatility: A Study in Antipersistence.
<br />
<br /> Problems with Undersampling: Gold and U.K.
<br />
<br /> Inflation.
<br />
<br /> Currencies: A True Hurst Process.
<br />
<br /> FRACTAL NOISE.
<br />
<br /> Fractional Noise and R/S Analysis.
<br />
<br /> Fractal Statistics.
<br />
<br /> Applying Fractal Statistics.
<br />
<br /> NOISY CHAOS.
<br />
<br /> Noisy Chaos and R/S Analysis.
<br />
<br /> Fractal Statistics, Noisy Chaos, and the FMH.
<br />
<br /> Understanding Markets.
<br />
<br /> Appendices.
<br />
<br /> Bibliography.
<br />
<br /> Glossary.
<br />
<br /> Index.