Assessing the Entropies of the Feigenbaum Strange Attractor and the S&P-500 Index as Factors Driving the Production of Information in Market Economies.

Dominique, C-Rene (2018): Assessing the Entropies of the Feigenbaum Strange Attractor and the S&P-500 Index as Factors Driving the Production of Information in Market Economies.

Abstract

This note investigates two strange attractors, namely, the Feigenbaum attractor that arises in unimodal maps and the attractor of the S&P-500 Index in relation to their ability to produce market information.

• Item Type: MPRA Paper
• Language: English
• Keywords: Strange attractors, Fractional dimensions, Frequencies, SDIC, Information, Entropy
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61 - Optimization Techniques ; Programming Models ; Dynamic Analysis; G - Financial Economics > G1 - General Financial Markets

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