UK Nonlinear News, May 1999

Applications of nonlinear techniques to financial or commodity market prediction

I am interested in contacting any UK-based academics in the nonlinear community who have an interest in applying nonlinear techniques, chaos theory, etc to financial or commodity market prediction. I am working as an independent researcher on behalf of the Society of Technical Analysts. The STA is a non-profit organization. We want to discover whom is working in Technical Analysis and related disciplines in financial or commodity markets.

The STA, as part of IFTA (The International Federation of Technical Analysts), is trying to put together a global list of academics who are all working in related fields. Some of these people may call themselves economists, statisticians or quants; some of them will operate under the guise of `behavioural scientists'. The bottom line as far as we are concerned is that if they are studying marketplaces or prices and are using price history or price patterns as inputs, then they are likely to be suitable candidates. They will be interested in price, time and volume. Some of these people we expect to be critical of Technical Analysis, this is not meant to be a list of supporters, only players.

Although we are only interested in Technical Analysis being applied to financial and commodity markets, we also wish to include more recent techniques involving neural networks, genetic algorithms, fuzzy logic, nonlinear dynamics, chaos theory, game theory, market psychology, etc.

We are equally interested in those who have done any work that refutes Technical Analysis.

If you feel that you've done any work in this area, I would be most grateful if you could e-mail me some details. Ultimately we may want to be able to make contact in the future.

For information about the STA in general, see:

International Federation of Technical Analysts (IFTA) Web site:

Source: Martin Sewell (

Ranking of graduate departments in the US working in non-linear dynamics

Maryland is #1 in the U.S.A in Non-linear Dynamics/Chaos, as a speciality area of physics, according to the U.S. News and World Reports, which rated graduate departments of universities. See

Despite the ranking, nonlinear dynamics at the University of Maryland is not a specialty within physics, but rather cuts across physics, mathematics, and other fields. In addition nonlinear dynamics is quite strong at universities and government labs near the universities, making for a large chaos community. See the Maryland chaos web page:

Ratings of mathematics departments did not include dynamics as a specialty.

The U.S. News ranking in Non-linear Dynamics/Chaos
1=. University of Maryland-College Park
1=. University of Texas-Austin
3=. Cornell University (NY)
3=. University of Chicago
5. Georgia Institute of Technology
6. University of California-Santa Barbara
7=. Massachusetts Institute of Technology
7=. University of California-San Diego
7=. University of Illinois-Urbana-Champaign
10=. Princeton University (NJ)
10=. University of California-Berkeley

(see )

(Rankings of the graduate departments in the U.S.A. and their specialty areas is of great interest in the U.S.A. it indicates which Universities are gaining and which are losing ground.)

Source: Jim Yorke (

Simple chaotic attractor discovered

We have recently discovered a new, simple, yet elegant chaotic attractor in a simple three-dimensional autonomous system. The attractor resembles some familiar features from both the Lorenz and Rössler attractors. For more details, please use anonymous ftp to view or download the following small ps file:

Source Guanrong Chen (

This week in the xxx mathematics archive (22-26 March 1999, 19-23 April)

Here are this week's titles in the xxx mathematics archive, available at:

Instructions for contributing articles are available at:

On April 20 the parent xxx archive system surpassed 100,000 articles:

This is a useful if artificial milestone. One of the slogans that appears in signature predicts 100,000 physics articles, 10,000 mathematics articles, and 2,000 computer science articles by 2000. We aren't quite there yet, because the 100,000 figure announced here refers to total articles. Physics will almost certainly prove the prediction before January 1, mathematics is up in the air, and it looks like cs won't make it.

A more important figure than the total number of submissions is the monthly submission rate. The xxx physics archives get over 2,000 articles per month, while the mathematics archive gets about 200. Math Reviews publishes about 4,000 reviews per month. So the math archive is still far away from the eventual goal of universal use. (Of course the mathematics archive is not intended to replace Math Reviews; in fact Math Reviews could be a great complement to the archive. But it is a useful numerical comparison.)

Source: sci.math.research post by Greg Kuperberg (

ZPhase4D - Belousov-Zhabotinsky reaction modelling

My software for modelling the Belousov-Zhabotinsky reaction allows the construction of 4D phase portraits. The model is based on the detailed eleven-stage scheme suggested by Ruoff and Noyes. On my site you can find DOS VESA and Windows OpenGL versions of the BZPhase: There you can see nice examples of phase portraits in a BZ Gallery.

Source: Andrew Ryzhkov (

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Last Updated: 4th May 1999.