J. William Clark
Student
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.
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