Deterministic chaos and forecasting in Amazon’s share prices

Catering Through Nominal Share Prices

We develop and test a catering theory of nominal stock prices. The theory predicts that managers set share prices at lower levels when investors place higher valuations on low-price firms and at higher levels when investors favor high-price firms. Using several measures of time-varying catering incentives based on valuation ratios, split announcement effects, and future returns, we find empiric...

Chaos and physiology: deterministic chaos in excitable cell assemblies.

In this review we examined the emerging science of deterministic chaos (nonlinear systems theory) and its application to selected physiological systems. Although many of the popular images of fractals represent fascination and beauty that by analogy corresponds to nature as we see it, the question remains as to its ultimate meaning for physiological processes. It was our intent to help clarify ...

Forecasting UK stock prices

The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...

Deterministic Chaos Lab

The final report for the Deterministic Chaos Lab (DC Lab) should include appropriate presentations and explanations of data in addition to some qualitative discussion on interesting or significant aspects of the experiment. A brief discussion describing the general nature referenced in scientific literature will be to your benefit. There are some books (and even free ebooks) on the subject avai...

Time Series Forecasting Using Nonlinear Dynamic Methods and Identification of Deterministic Chaos