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06 Are there references to fractals used as financial models?




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This article is from the sci.fractals FAQ, by Michael C. Taylor and Jean-Pierre Louvet with numerous contributions by others.

06 Are there references to fractals used as financial models?

Most references are related to chaos being used as a model for
financial forecasting.

One reference that is about fractal models is, Fractal Market Analysis
- Applying Chaos Theory to Investment & Economics by Edgar Peters.

Some recommended Chaos-related texts in financial forecasting.

Medio: Chaotic Dynmics - Theory and Applications to Economics
Cambridge University Press, 1993, ISBN 0-521-48461-8

Vaga: Profiting from Chaos - Using Chaos Theory for Market Timing,
Stock Selection and Option Valuation
McGraw-Hill Inc, 1994, ISBN 0-07-066786-1

 

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