NKS Time Series

Jason Cawley

Wolfram Research

I will review the simple model of price series from Chapter 8 of the NKS book, adding options and various extensions. I look at other rules, larger rule spaces, geometric and second difference versions. I show slightly more involved cases in the General CA and Interactive CA schemes. For comparison, I also show typical random walks and an NKS approach to Markov chains. I will include a few comments on working with external economic data in Mathematica, and pure NKS uses of series data.