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or this book too...
http://www.amazon.com/exec/obidos/tg/detail/-/0691096309/ref=pd_sim_books_3/002-4143182-5300855?v=glance&s=books
i've been messing around with scale invariant geological phenomena since
the early 70's (part of my graduate research included self similarity of
geological structures and it was incorporated into my thesis). scale
invariance or fractals, is a well known empirical subject for geologists
and geophysicists... mandelbrot first talked about these self-similar
relationships in geology in 1967; fractals were further popularized by
mandelbrot in the early 80's (the fractal geometry of nature, 1982).
applying chaos and fractals to a time-price series is a problem that
involves many inputs and variables...be prepared to get access time on a
supercomputer to build and test even simple market models ;-)
Tony
: Has anyone read "Fractal Market Analysis" by Edgar E Peters ?
I think you're better off with this book (not too complex, not too simple,
conceptually well done. Very good introduction to the subject - after all,
it's from the guy who started the whole thing. He starts out from Louis
Bachelier to LTCM's debacle.):
http://www.amazon.com/exec/obidos/tg/detail/-/0465043550/qid=1097971765/sr=8-1/ref=pd_csp_1/104-3278204-6179944?v=glance&s=books&n=507846
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