Editorial Reviews
Book Description
Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. Recent developments in mathematical methods of state-space reconstruction, time-delay embedding, and surrogate data analysis, coupled with readily accessible and powerful computational facilities used in gathering and processing massive quantities of high-frequency data, have provided theorists and practitioners unparalleled opportunities for exploratory data analysis, modelling, forecasting, and control.
Until now, research exploring the application of nonlinear dynamics and associated algorithms to the study of economies and markets as complex systems is sparse and fragmentary at best. Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters.
Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.
Book Info
Brings together a coherent and accessible set of chapters researching results on this topic. A valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics.
Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics (Studies in Computational Finance, Volume 2) (Studies in Computational Finance),Abdol S. Soofi,Liangyue Cao,Springer,0792376803,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Economic Forecasting,Economics - General,General,Mathematical Economics,Business & Economics / Econometrics
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