Searching for Chaos on Low Frequency

David Quaid

Department of Mathematics

Northeastern Illinois University

A set of data which appears to be random may, in fact, display evidence of chaos. There are many methods for detecting chaos in a given sample set. This presentation will focus on a new method for detecting chaos when there are relatively few observations available, or low frequency. Although there are many applications of this method, the focus of this presentation will be the application to the financial markets.