Anthony F. Peressini
Marquette University
Investment funds typically vary with regard to the emphasis that the managers place on acceptable risk and expected returns on investment. This chapter highlight a nonlinear analytic strategy, orbital decomposition for identifying and extracting patterns of categorical events from time series data. The contributing constructs from symbolic dynamics, chaos, and entropy are described in conjunction with the central ORBDE algorithm. A study in task switching, which can alleviate or induce cognitive fatigue, is used an illustrative example of the basic mode of analysis. The aggregate more of ORBDE allows category codes from multiple variables to be assigned to each event in a time series. An illustrative example of the aggregate mode is presented for risk profile analysis in financial decisions. The results open up many possibilities for studying sequences of decisions made by fund managers and individual investors to determine profiles of risk acceptance, expected returns, and other features of portfolio management.
Keywords No keywords specified (fix it)
Categories No categories specified
(categorize this paper)
DOI 10.1007/978-4-431-55312-0_7
Edit this record
Mark as duplicate
Export citation
Find it on Scholar
Request removal from index
Revision history

Download options

PhilArchive copy

Upload a copy of this paper     Check publisher's policy     Papers currently archived: 65,683
External links

Setup an account with your affiliations in order to access resources via your University's proxy server
Configure custom proxy (use this if your affiliation does not provide a proxy)
Through your library

References found in this work BETA

No references found.

Add more references

Citations of this work BETA

No citations found.

Add more citations

Similar books and articles

Stakeholder Perspectives and Business Risk Perception.David L. Schwarzkopf - 2006 - Journal of Business Ethics 64 (4):327-342.


Added to PP index

Total views
5 ( #1,183,238 of 2,462,427 )

Recent downloads (6 months)
1 ( #449,313 of 2,462,427 )

How can I increase my downloads?


My notes