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Fractals And Scaling In Finance
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Book Synopsis Fractals and Scaling in Finance by : Benoit B. Mandelbrot
Download or read book Fractals and Scaling in Finance written by Benoit B. Mandelbrot and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
Book Synopsis Fractals and Scaling in Finance by :
Download or read book Fractals and Scaling in Finance written by and published by . This book was released on 1997 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The (Mis)Behaviour of Markets by : Benoit B. Mandelbrot
Download or read book The (Mis)Behaviour of Markets written by Benoit B. Mandelbrot and published by Profile Books. This book was released on 2010-10-01 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to reduce the outline of a jagged leaf or static in a computer connection to a few simple mathematical properties. With his fractal tools, Mandelbrot has got to the bottom of how financial markets really work. He finds they have a shifting sense of time and wild behaviour that makes them volatile, dangerous - and beautiful. In his models, the complex gyrations of the FTSE 100 and exchange rates can be reduced to straightforward formulae that yield a much more accurate description of the risks involved.
Book Synopsis Fractals and Chaos by : Benoit Mandelbrot
Download or read book Fractals and Chaos written by Benoit Mandelbrot and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Just 23 years ago Benoit Mandelbrot published his famous picture of the Mandelbrot set, but that picture has changed our view of the mathematical and physical universe. In this text, Mandelbrot offers 25 papers from the past 25 years, many related to the famous inkblot figure. Of historical interest are some early images of this fractal object produced with a crude dot-matrix printer. The text includes some items not previously published.
Book Synopsis Multifractals and 1/ƒ Noise by : Benoit B. Mandelbrot
Download or read book Multifractals and 1/ƒ Noise written by Benoit B. Mandelbrot and published by Springer. This book was released on 2013-12-20 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.
Book Synopsis The Misbehavior of Markets by : Benoit Mandelbrot
Download or read book The Misbehavior of Markets written by Benoit Mandelbrot and published by Basic Books. This book was released on 2006-03-07 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior of Markets, Mandelbrot joins with science journalist and former Wall Street Journal editor Richard L. Hudson to reveal what a fractal view of the world of finance looks like. The result is a revolutionary reevaluation of the standard tools and models of modern financial theory. Markets, we learn, are far riskier than we have wanted to believe. From the gyrations of IBM's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate--Mandelbrot shows that the world of finance can be understood in more accurate, and volatile, terms than the tired theories of yesteryear.The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With The (Mis)Behavior of Markets, he puts the tools of higher mathematics into the hands of every person involved with markets, from financial analysts to economists to 401(k) holders. Markets will never be seen as "safe bets" again.
Book Synopsis The Fractalist by : Benoit Mandelbrot
Download or read book The Fractalist written by Benoit Mandelbrot and published by Vintage. This book was released on 2014-01-14 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is the remarkable life story of Benoit Mandelbrot, the creator of fractal geometry, and his unparalleled contributions to science mathematics, the financial world, and the arts. Mandelbrot recounts his early years in Warsaw and in Paris, where he was mentored by an eminent mathematician uncle, through his days evading the Nazis in occupied France, to his education at Caltech, Princeton, and MIT, and his illustrious career at the IBM Thomas J. Watson Research Center. An outside to mainstream scientific research, he managed to do what others had thought impossible: develop a new geometry that combines revelatory beauty with a radical way of unfolding formerly hidden scientific laws. In the process he was able to use geometry to solve fresh, real-world problems. With exuberance and an eloquent fluency, Benoit Mandelbrot recounts the high points of his fascinating life, offering us a glimpse into the evolution of his extraordinary mind. With full-color inserts and black-and-white photographs throughout.
Book Synopsis Multifractal Volatility by : Laurent E. Calvet
Download or read book Multifractal Volatility written by Laurent E. Calvet and published by Academic Press. This book was released on 2008-10-13 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. Presents a powerful new technique for forecasting volatility Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research
Book Synopsis Gaussian Self-Affinity and Fractals by : Benoit Mandelbrot
Download or read book Gaussian Self-Affinity and Fractals written by Benoit Mandelbrot and published by Springer Science & Business Media. This book was released on 2002 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume of the Selected Works focusses on a detailed study of fraction Brownian motions. The fractal themes of "self-affinity" and "globality" are presented, while extensive introductory material, written especially for this book, precedes the papers and presents a number of striking new observations and conjectures. The mathematical tools so discussed will be valuable to diverse scientific communities.
Book Synopsis The (mis)behavior of Markets by : Benoit B. Mandelbrot
Download or read book The (mis)behavior of Markets written by Benoit B. Mandelbrot and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Fractals: A Very Short Introduction by : Kenneth Falconer
Download or read book Fractals: A Very Short Introduction written by Kenneth Falconer and published by OUP Oxford. This book was released on 2013-09-26 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many are familiar with the beauty and ubiquity of fractal forms within nature. Unlike the study of smooth forms such as spheres, fractal geometry describes more familiar shapes and patterns, such as the complex contours of coastlines, the outlines of clouds, and the branching of trees. In this Very Short Introduction, Kenneth Falconer looks at the roots of the 'fractal revolution' that occurred in mathematics in the 20th century, presents the 'new geometry' of fractals, explains the basic concepts, and explores the wide range of applications in science, and in aspects of economics. This is essential introductory reading for students of mathematics and science, and those interested in popular science and mathematics. ABOUT THE SERIES: The Very Short Introductions series from Oxford University Press contains hundreds of titles in almost every subject area. These pocket-sized books are the perfect way to get ahead in a new subject quickly. Our expert authors combine facts, analysis, perspective, new ideas, and enthusiasm to make interesting and challenging topics highly readable.
Book Synopsis The Misbehavior of Markets by : Benoit Mandelbrot
Download or read book The Misbehavior of Markets written by Benoit Mandelbrot and published by . This book was released on 2006 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching patterns of market change. In The (Mis)Behavior of Markets, Mandelbrot joins with science journalist and former Wall Street Journal editor Richard L. Hudson to reveal what a fractal view of the world of finance looks like. The result is a revolutionary reevaluation of the standard tools and models of modern financial theory. Markets, we learn, are far riskier than we have wanted to believe. From the gyrations of IBM's stock price and the Dow, to cotton trading, and the dollar-Euro exchange rate--Mandelbrot shows that the world of finance can be understood in more accurate, and volatile, terms than the tired theories of yesteryear.The ability to simplify the complex has made Mandelbrot one of the century's most influential mathematicians. With The (Mis)Behavior of Markets, he puts the tools of higher mathematics into the hands of every person involved with markets, from financial analysts to economists to 401(k) holders. Markets will never be seen as "safe bets" again.
Book Synopsis Introduction to Econophysics by : Rosario N. Mantegna
Download or read book Introduction to Econophysics written by Rosario N. Mantegna and published by Cambridge University Press. This book was released on 1999-11-13 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
Book Synopsis Fractals and Multifractals in Ecology and Aquatic Science by : Laurent Seuront
Download or read book Fractals and Multifractals in Ecology and Aquatic Science written by Laurent Seuront and published by CRC Press. This book was released on 2009-10-12 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ecologists sometimes have a less-than-rigorous background in quantitative methods, yet research within this broad field is becoming increasingly mathematical. Written in a step-by-step fashion, Fractals and Multifractals in Ecology and Aquatic Science provides scientists with a basic understanding of fractals and multifractals and the techniques for utilizing them when analyzing ecological phenomenon. With illustrations, tables, and graphs on virtually every page – several in color – this book is a comprehensive source of state-of-the-art ecological scaling and multiscaling methods at temporal and spatial scales, respectfully ranging from seconds to months and from millimeters to thousands of kilometers. It illustrates most of the data analysis techniques with real case studies often based on original findings. It also incorporates descriptions of current and new numerical techniques to analyze and deepen understanding of ecological situations and their solutions. Includes a Wealth of Applications and Examples This book also includes nonlinear analysis techniques and the application of concepts from chaos theory to problems of spatial and temporal patterns in ecological systems. Unlike other books on the subject, Fractals and Multifractals in Ecology and Aquatic Science is readily accessible to researchers in a variety of fields, such as microbiology, biology, ecology, hydrology, geology, oceanography, social sciences, and finance, regardless of their mathematical backgrounds. This volume demystifies the mathematical methods, many of which are often regarded as too complex, and allows the reader to access new and promising concepts, procedures, and related results.
Book Synopsis Fractal Approaches for Modeling Financial Assets and Predicting Crises by : Nekrasova, Inna
Download or read book Fractal Approaches for Modeling Financial Assets and Predicting Crises written by Nekrasova, Inna and published by IGI Global. This book was released on 2018-02-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an ever-changing economy, market specialists strive to find new ways to evaluate the risks and potential reward of economic ventures. They start by assessing the importance of human reaction during the economic planning process and put together systems to measure financial markets and their longevity. Fractal Approaches for Modeling Financial Assets and Predicting Crises is a critical scholarly resource that examines the fractal structure and long-term memory of the financial markets in order to predict prices of financial assets and financial crises. Featuring coverage on a broad range of topics, such as computational process models, chaos theory, and game theory, this book is geared towards academicians, researchers, and students seeking current research on pricing and predicting financial crises.
Book Synopsis Fractals, Chaos, Power Laws by : Manfred Schroeder
Download or read book Fractals, Chaos, Power Laws written by Manfred Schroeder and published by Courier Corporation. This book was released on 2009-08-21 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This fascinating book explores the connections between chaos theory, physics, biology, and mathematics. Its award-winning computer graphics, optical illusions, and games illustrate the concept of self-similarity, a typical property of fractals. The author -- hailed by Publishers Weekly as a modern Lewis Carroll -- conveys memorable insights in the form of puns and puzzles. 1992 edition.
Book Synopsis Fractals, Graphics, and Mathematics Education by : Michael Frame
Download or read book Fractals, Graphics, and Mathematics Education written by Michael Frame and published by Cambridge University Press. This book was released on 2002-06-20 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description
