MARC details
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06681cam a2200457 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20211129163024.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
050815s1996 nyua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
96018533 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
|---|
| Local cataloguing issues note |
Changed OCLC from 958720892 to 849488635 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0471139386 |
| Qualifying information |
alk. paper |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780471139386 |
| Qualifying information |
alk. paper |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DLC) 96018533 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)849488635 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Modifying agency |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4523 |
| Item number |
.P47 1996 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.0414 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Peters, Edgar E., |
| Dates associated with a name |
1952- |
| Relator term |
author. |
| 9 (RLIN) |
422953 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Chaos and order in the capital markets : |
| Remainder of title |
a new view of cycles, prices, and market volatility / |
| Statement of responsibility, etc. |
Edgar E. Peters. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Second edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[1996] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©1996 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 274 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance editions |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 251-261) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Introduction: Life Can Be So Complicated -- |
| Miscellaneous information |
2. |
| Title |
Random Walks and Efficient Markets -- |
| Miscellaneous information |
3. |
| Title |
The Failure of the Linear Paradigm -- |
| Miscellaneous information |
4. |
| Title |
Markets and Chaos: Chance and Necessity -- |
| Miscellaneous information |
5. |
| Title |
Introduction to Fractals -- |
| Miscellaneous information |
6. |
| Title |
The Fractal Dimension -- |
| Miscellaneous information |
7. |
| Title |
Fractal Time Series - Biased Random Walks -- |
| Miscellaneous information |
8. |
| Title |
R/S Analysis of the Capital Markets -- |
| Miscellaneous information |
9. |
| Title |
Fractal Statistics -- |
| Miscellaneous information |
10. |
| Title |
Fractals and Chaos -- |
| Miscellaneous information |
11. |
| Title |
Introduction to Nonlinear Dynamic Systems -- |
| Miscellaneous information |
12. |
| Title |
Dynamic Analysis of Time Series -- |
| Miscellaneous information |
13. |
| Title |
Dynamic Analysis of the Capital Markets -- |
| Miscellaneous information |
14. |
| Title |
The Coherent Market Hypothesis -- |
| Miscellaneous information |
15. |
| Title |
Fractional Truth: Fuzzy Logic and Behavioral Finance -- |
| Miscellaneous information |
16. |
| Title |
Applying Chaos and Nonlinear Methods -- |
| Miscellaneous information |
17. |
| Title |
What Lies Ahead: Toward a More General Approach -- |
| -- |
Appendices -- |
| Miscellaneous information |
App. 1. |
| Title |
Creating a Bifurcation Diagram -- |
| Miscellaneous information |
App. 2. |
| Title |
Rescaled Range (R/S) Analysis -- |
| Miscellaneous information |
App. 3. |
| Title |
Simulating a Biased Random Walk -- |
| Miscellaneous information |
App. 4. |
| Title |
Calculating the Correlation Dimension -- |
| Miscellaneous information |
App. 5. |
| Title |
Calculating the Largest Lyapunov Exponent -- |
| Miscellaneous information |
App. 6. |
| Title |
Internet Resources -- |
| -- |
Bibliography -- |
| -- |
Glossary -- |
| -- |
Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"The latest developments in chaos theory -- from an industry expert; ; Chaos and Order in the Capital Markets was the first book to introduce and popularize chaos as it applies to finance. It has since become the classic source on the topic. This new edition is completely updated to include the latest ripples in chaos theory with new chapters that tie in today's hot innovations, such as fuzzy logic, neural nets, and artificial intelligence.; ; Critical praise for Peters and the first edition of Chaos and Order in the Capital Markets; ; "The bible of market chaologists." -- BusinessWeek; ; "Ed Peters has written a first-class summary suitable for any investment professional or skilled investor." -- Technical Analysis of Stocks & Commodities; ; "It ranks among the most provocative financial books of the past few years. Reading this book will provide a generous payback for the time and mental energy expended." -- Financial Analysts Journal; ; This second edition of Chaos and Order in the Capital Markets brings the topic completely up to date with timely examples from today's markets and descriptions of the latest wave of technology, including genetic algorithms, wavelets, and complexity theory.; ; Chaos and Order in the Capital Markets was the very first book to explore and popularize chaos theory as it applies to finance. It has since become the industry standard, and is regarded as the definitive source to which analysts, investors, and traders turn for a comprehensive overview of chaos theory. Now, this invaluable reference -- touted by BusinessWeek as "the bible of market chaologists" -- has been updated and revised to bring you the latest developments in the field.; ; Mainstream capital market theory is based on efficient market assumptions, even though the markets themselves exhibit characteristics that are symptomatic of nonlinear dynamic systems. As it explores -- and validates -- this nonlinear nature, Chaos and Order repudiates the "random walk" theory and econometrics. It shifts the focus away from the concept of efficient markets toward a more general view of the forces underlying the capital market system.; ; Presenting new analytical techniques, as well as reexamining methods that have been in use for the past forty years, Chaos and Order offers a thorough examination of chaos theory and fractals as applied to investments and economics. This new edition includes timely examples from today's markets and descriptions of cutting-edge technologies-genetic algorithms, wavelets, complexity theory-and hot innovations, such as fuzzy logic and artificial intelligence.; ; Beyond the history of current capital market theory, Chaos and Order covers the crucial characteristics of fractals, the analysis of fractal time series through rescaled range analysis (R/S), the specifics of fractal statistics, and the definition and analysis of chaotic systems. It offers an in-depth exploration of: ; Random walks and efficient markets -- the development of the efficient market hypothesis (EMH) and modern portfolio theory ; The linear paradigm -- why it has failed ; Nonlinear dynamic systems -- phase space, the Henon Map, Lyapunov exponents ; Applying chaos and nonlinear methods -- neural networks, genetic algorithms ; Dynamical analysis of time series -- reconstructing a phase space, the fractal dimension; ; Tonis Vaga's Coherent Market Hypothesis -- the theory of social imitation, control parameters, Vaga's implementations; ; Plus, Chaos and Order now contains a Windows-compatible disk including data sets for running analyses described in the appendices.; ; Written by a leading expert in the field, Chaos and Order in the Capital Markets has all the information you need for a complete, up-to-date look at chaos theory. This latest edition will undoubtedly prove to be as invaluable as the first."--Publisher description. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Capital market |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
717620 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Futures market |
| General subdivision |
Mathematical models |
| 9 (RLIN) |
718141 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Fractals. |
| 9 (RLIN) |
318136 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Chaotic behavior in systems |
| 9 (RLIN) |
315154 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley finance editions. |
| 9 (RLIN) |
292589 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/bios/wiley041/96018533.html">http://www.loc.gov/catdir/bios/wiley041/96018533.html</a> |
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| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
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332.0414 PET |
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| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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| -- |
(3)b |
| -- |
(3)c |
| Operator's initials, OID (RLIN) |
20-03-18 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
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eng |
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