The search for evidence of chaos in FTSE‐100 daily returns
讨论确定性混沌在证券收益率中的应用，用物理科学中的简单技术区分随机与混沌时间序列，对FTSE-100指数日收益率分析表明该序列是随机的而非混沌的。
Abstract This study provides an elementary discussion of deterministic chaos as it applies to security returns. the study demonstrates a simple technique, well known in the physical sciences, for discriminating between random and chaotic time‐series. Applying the technique to a time‐series of daily returns on the FTSE‐100, an index comprised of the stocks of the 100 largest British firms, results in evidence that the time‐series is random, not chaotic.