Fractal Geometry and the Zeroes of the Zeta Function in Market Analysis: With Python (Richman Computational Economics)

$39.99
by Grant Richman

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Book Description: Unlock the complexities of financial markets with the cutting-edge book that bridges the fascinating worlds of fractal geometry and the mysterious zeros of the Riemann Zeta Function. This comprehensive guide takes you on a journey through innovative methods and advanced mathematical models, empowering you to decode the intricacies of market behavior and predict its dynamics with precision. Key Features: In-depth exploration of key mathematical models and theories in financial analysis. - Practical Python code examples for each chapter, enabling seamless implementation. - Detailed explanations of fractal analysis, chaos theory, and multifractal modeling. - Insight into market predictions through innovative tools and algorithms. What You Will Learn: Understand and calculate the Hurst exponent using R/S analysis to detect long-term memory in financial time series. - Master the box-counting method for determining fractal dimensions, shedding light on the self-similarity of market patterns. - Explore Mandelbrot's Fractal Market Hypothesis and its implications for market behavior. - Apply the Riemann Hypothesis to connect zeroes of the Zeta function with market patterns. - Conduct Multifractal Detrended Fluctuation Analysis (MF-DFA) to uncover complex market dynamics. - Calculate Lyapunov exponents to assess market stability and chaos potential. - Model financial markets using fractional Brownian motion to capture long-range dependence. - Analyze the distribution of market returns with the Zipf-Mandelbrot Law. - Utilize wavelet transform techniques for detecting subtle trends and patterns in market data. - Leverage the Fast Fourier Transform to identify periodicities in financial time series. - Incorporate the Riemann Zeta Function into modeling complex financial systems. - Use the Hilbert Transform to extract instantaneous frequencies from market data. - Explore scaling laws in market time series, including power laws for market behavior modeling. - Calculate the Generalized Hurst Exponent for multifractal market process analysis. - Model heavy-tailed financial returns with the Cauchy distribution. - Apply chaos theory and nonlinear dynamics equations for unpredictable market behavior modeling. - Detect long-range dependence in market data using autocorrelation functions. - Use the Perron-Frobenius operator to model probability density evolution. - Implement fractal interpolation functions to model market data characteristics. - Predict financial bubbles and crashes with the log-periodic power law. - Estimate market data complexity using correlation dimension calculations. - Apply fractal concepts in GARCH models to predict market volatility. - Model market movements with Lévy Flights for large asset return probabilities. - Integrate zeros of the Riemann Zeta Function into the K-Zeta Asset Pricing Model. - Evaluate local regularity in financial time series using Hölder exponents. - Reveal market system dynamics through phase space reconstruction with Takens' Theorem. - Explore self-organized criticality and its impact on market evolution. - Model market fragmentation with Cantor Set principles. - Conduct fractal spectrum analysis to assess market data multifractality. - Simulate fractal-like price movements using the Weierstrass Function. - Detect market crash precursors with fractal geometry-based algorithms. - Integrate Riemann Zeta Function properties into option pricing models. - Develop algorithmic trading strategies using fractal analysis to capture inefficiencies.

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