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Хаос и порядок на рынках капитала. Новый аналитический взгляд на циклы, цены и изменчивость рынка

290022

Э. Петерс

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A book by an American specialist on modern problems of non-linear economic dynamics (economic synergetics). The processes taking place in the capital markets under the influence of objective economic conditions and subjective decisions of market participants are described and analyzed. Theories of efficient, transitional and coherent markets are considered. The problems of forecasting market conditions and market volatility are discussed. Methods of long-term forecasting for stock, bond and currency markets are proposed. Extensive statistics are used to prove the validity. The theories of economic cycles, economic crises, economic chaos are touched upon. The approach to solving economic problems is based on the systematic application of fractal analysis. Applied non-linear dynamics, theory of cellular automata, fuzzy logic, neural networks and other latest mathematical theories are also involved.

For practicing economists, mathematical economists, teachers, graduate students and students of economic disciplines.

Data sheet

ISBN 5-03-003356-4
Publisher Мир
Publication date 2000
Number of Pages 336
Bookbinding Softcover

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