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(Mis)Behaviour of Markets
e-bok,
2010,
Engelsk,
ISBN 9781847651556
This international bestseller, which foreshadowed a market crash, explains why it could happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to …
Multifractals and 1/ Noise
e-bok,
2013,
Engelsk,
ISBN 9781461221500
Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "e;wildness"e; impressed itself …
Fractals and Scaling in Finance
e-bok,
2013,
Engelsk,
ISBN 9781475727630
IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many …