Chaos Theory and the Financial Markets
- Noise-resistant chaotic maps. Carroll, T. L. // Chaos;Jun2002, Vol. 12 Issue 2, p275
Synchronized chaotic systems are highly vulnerable to noise added to the synchronizing signal. It was previously shown that chaotic circuits could be built that were less sensitive to this type of noise. In this work, simple chaotic maps are demonstrated that are also less sensitive to added...
- Guest Editorial: Perspectives on Megaprojects. Tan, Willie // Construction Economics & Building;2015, Vol. 15 Issue 3, p1
An introduction is presented in which the editor discusses various reports within the issue on topics including the studies that focuses on complexity or chaos theory, human experience in megaprojects, and defining feature of megaprojects.
- Open dynamic behaviour of financial markets. Gong, F. F.; Gong, F. X.; Gong, F. Y. // European Physical Journal B -- Condensed Matter;Feb2006, Vol. 49 Issue 3, p267
Open dynamic behaviour of financial markets with internal interactions between agents and with external â€œfieldsâ€ from other systems are investigated using the approach of Grossman and Stiglitz for inefficient markets, and Keynes for interference of the market using physics of finance...
- The Fortune Indexes. // Fortune;4/3/2000, Vol. 141 Issue 7, p103
The article discusses the reasons behind the "Fortune" e-50's resilience in the securities market. "Fortune" e-50 is based on a list of the 50 companies that the magazine has determined which best capture the scope of the Internet sector. As of March 15, 2000, the "Fortune" e-50 was up 10.4% for...
- Geometric and statistical properties in the evolution of material surfaces in three-dimensional chaotic flows. Giona, Massimiliano; Adrover, Alessandra // Physics of Fluids;May2001, Vol. 13 Issue 5, p1254
In this article we analyze the invariant geometric properties of three-dimensional (3-D) chaotic flows. Attention is focused on the statistical (measure-theoretical) characterization of the asymptotic evolution of material surfaces forming the boundary between fluid elements, which can be...
- Traveling waves and chaotic properties in cellular automata. Courbage, M.; Mercier, D. // Chaos;Dec99, Vol. 9 Issue 4, p893
Investigates the question of understanding the properties of space-time chaotic dynamical systems. Abundance of the traveling waves; Classification of elementary cellular automata rules; Difference between spatially extended systems.
- Chaotic atomic tunneling between two periodically driven Bose--Einstein condensates. Qiongtao Xie; Wenhua Hai; Guishu Chong // Chaos;Sep2003, Vol. 13 Issue 3, p801
Describes the chaotic atomic tunneling effect of a weakly coupled Bose-Einstein condensate held in a double-well potentials. Discussion on the quantum coherent atomic tunneling between two condensates; Influence of time-varying potential on the quantum coherent atomic tunneling.
- From quantum information to quantum computer and chaos. Ohya, Masanori // AIP Conference Proceedings;2000, Vol. 519 Issue 1, p589
Â© 2000 American Institute of Physics.
- Idiosyncratic risk matters! A regime switching approach. Angelidis, Timotheos; Tessaromatis, Nikolaos // International Review of Economics & Finance;Jan2009, Vol. 18 Issue 1, p132
Abstract: The evidence on the inter-temporal relation between idiosyncratic risk and future stock returns is conflicting and confusing. We shed new light on the issue using a more flexible econometric approach based on [Hamilton, J.D. 1989. A new approach to the economic analysis of...