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I have some books on complex networks and some on computational finance, it's common knowledge that such graphs are scale invariant (and not hard to show, becau
by jk4930 17y ago
I have some books on complex networks and some on computational finance, it's common knowledge that such graphs are scale invariant (and not hard to show, because you just measure relations of ups and downs and volatility a.s.o.and see that they are independent from the absolute numbers on the graph scale).
Many people like the works of Benoit Mandelbrot on fractals in finance. Google these keywords.
- Anon84 17y agoCan you recommend any?
- agbell 17y agohttp://www.amazon.com/Mis-behavior-Markets-Benoit-Mandelbrot/dp/0465043550 http://www.amazon.com/Mis-behavior-Markets-Benoit-Mandelbrot...
- nostrademons 17y agoA fun exercise is to hook a randomwalk up to a pretty charting package, show the resulting charts to a finance person, and watch them ask "What stock is that?" I did that all the time when I was working at a financial software startup. (Mostly because I was working on our charting library and needed fake data to test...)