A New Kind of Science: The NKS Forum : Powered by vBulletin version 2.3.0 A New Kind of Science: The NKS Forum > NKS Way of Thinking > Fractals and Financial Markets
  Last Thread   Next Thread
Thread Post New Thread    Post A Reply
J. William Clark
Ontario, Canada

Registered: Nov 2004
Posts: 5

Fractals and Financial Markets

I realize this is off topic from NKS, so feel free to remove this topic. However because there are many parallels between CAs and Fractals, I was curious if anyone here has read Benoit Mandelbrot's "The (Mis)Behavior of Markets" and would care to comment on it. I am contemplating reading it.

I am also curious if anyone has considered building a financial risk model using CAs. I suspect, for example, the Black-Scholes PDE could be modeled using continious CA.

Report this post to a moderator | IP: Logged

Old Post 11-29-2004 08:12 PM
J. William Clark is offline Click Here to See the Profile for J. William Clark Click here to Send J. William Clark a Private Message Click Here to Email J. William Clark Visit J. William Clark's homepage! Edit/Delete Message Reply w/Quote
Post New Thread    Post A Reply
  Last Thread   Next Thread
Show Printable Version | Email this Page | Subscribe to this Thread


wolframscience.com  |  wolfram atlas  |  NKS online  |  Wolfram|Alpha  |  Wolfram Science Summer School  |  web resources  |  contact us

Forum Sponsored by Wolfram Research

© 2004-16 Wolfram Research, Inc. | Powered by vBulletin 2.3.0 © 2000-2002 Jelsoft Enterprises, Ltd. | Disclaimer | Archives