Footprints of Chaos in the Market: Analyzing Non-Linear Time Series in Financial Markets and Other Natural Systems

Financial Times/Prentice Hall. Hardcover. Very Good/Very Good . 6x1x9. Signed by Author. Inscribed "Shirly, may 2005 bring forth peace and happiness for you. Richard". Signed copies rarely offered. Price movements in financial markets are not random. There are actually clues that allow sophisticated investors to uncover trends and make accurate predictions. The key to discovering this predictability lies in a new set of mathematical techniques --the application of dynamic, non-linear time series. This new science of investment is where chaos theory meets the markets. Richard Urbach offers practical advice and applications on the latest mathematical techniques and examines the opportunities these new techniques can deliver. Richard M.A. Urbach is a leading US expert in the application of quantitative methods to investment banking and trading. Now based in London, he has co-managed an investment fund at Panther Capital Management, and held senior positions at UBS Securities, Morgan Stanley and Citibank. He has a PhD, in Mathematical Statistics and Operations Research, from Columbia University, New York.