Subject: Quantitative Analysis of Non-Linear High Entropy Economic Systems IV

From: John Conover <john@email.johncon.com>
Subject: Quantitative Analysis of Non-Linear High Entropy Economic Systems IV
Date: Thu, 30 Jan 2003 20:34:19 -0800



For those inclined to analyze the Pareto-Levy dynamics,
(i.e., the leptokurtosis,) of the time evolution of equity
values, an appendix was added to:

    http://www.johncon.com/john/correspondence/020303194059.19689.html

"Quantitative Analysis of Non-Linear High Entropy Economic
Systems IV"

Of interest is the linearity of the empirical data with
theory-the empirical analysis and theory are in very close
agreement.

An alternative methodology for the metric of risk-as opposed
to using the deviation of the marginal increments of a time
series-is offered, and compared with using the deviation, (as
a mathematical expediency,) as an analytical tool, and
empirical data.

        John

http://www.johncon.com/john/correspondence/020303194059.19689.html#appendixII
--

John Conover, john@email.johncon.com, http://www.johncon.com/


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