The Fractal Murders Part 31

"Just before Valentine's Day," I said.

"Hang on a second," he said. He put down the phone and I heard some background noise. The rustling of papers, the opening and closing of file cabinet drawers. "Here it is," he said. "There was a big conference on s.e.x crimes in Boston that week. I was gonna go myself, but I canceled because of my daughter's health problems."

"Polk goes to a s.e.x crimes seminar. Underwood's death is set up to be autoerotic death."

"I still don't have enough to charge Polk with Fontaine's murder," he said.

"No," I said. "You don't have his prints on the weapon and you can't place him in your area at the time of the offense."

"How'd you find out he was in Boston?" Gilbert asked. I told him. "I'll see what I can do on my end," he said. "Maybe I can place him here or in Nebraska."

33.

MORNIN', PEPPER," WANDA SAID. She reached for my Foghorn Leghorn mug.

"Mornin', Wanda," I said. As always, the place smelled wonderful, the aroma of just-baked treats saturating the air.

"You look happy," she said.

"Been waiting a long time for something," I said, "and it looks like it's finally going to happen."

"Glad to hear it," she said. I treated myself to a hot pecan roll, poured some coffee, left three dollars on the gla.s.s counter, and found an empty booth. It was ten-thirty A.M. and I'd just come from the post office.

Gilbert had sent the doc.u.ments in one of those large bubble envelopes. I tore it open and began studying its contents. The letters, memos, graphs, and other papers had been jammed into the package in no particular order. It took nearly two hours to arrange them in chronological order and review them. I ignored some pa.s.sages that were simply over my head, but I understood enough to learn what had brought Paul Fontaine, Carolyn Chang, and Douglas Underwood together.

At about the time she started dating Dale Hawkins, Carolyn Chang developed an interest in the possible applications of fractal mathematics in the business world. She immersed herself in the literature and learned that many academics and investors were already using fractal mathematics and related concepts to predict market behavior.

As Carolyn became more familiar with the subject, she realized that everyone who had written on the topic had treated the concept of time in the same fas.h.i.+on. A second was a second, a minute was a minute, and so on. Identical units of time each received the same weight. This was the conventional approach, but Carolyn thought it simplistic.

In real life, Carolyn knew, activity frequently occurs in cl.u.s.ters. Little happens when people sleep, for example, but much happens during the day. She wondered whether models designed to predict market behavior might be improved if time periods filled with activity received greater weight than those during which nothing happened. She called this approach "intrinsic time" and formalized her idea in an unpublished paper ent.i.tled "The Use of Intrinsic Time in Predicting Market Behavior." In explaining her concept, she wrote: Quite simply, intrinsic time compresses time when little happens and expands time when much happens: Seconds consume less time during the Asian lunch break than during the American lunch break, for example, because American traders eat lunch at their desks while continuing to trade.

She shared her idea with Fontaine because she knew him and knew of his interest in the stock market. Fontaine liked Carolyn's concept of intrinsic time and helped her refine it. He urged Carolyn to contact Underwood because of Underwood's ability to develop software to implement her theoretical ideas.

Working together the three developed mathematical models and corresponding software designed to predict the behavior of various economic markets. For months they monitored various markets and sent highly technical papers back and forth. Their preliminary studies demonstrated that Carolyn's concept of intrinsic time had tremendous potential. They continued to refine the idea and finally decided to subject it to a more rigorous "real world" test.

To test Carolyn's idea the three decided to focus on one particular market index. Fontaine suggested they use the S&P 500. Using Fontaine's theoretical ideas about market behavior, Carolyn's concept of intrinsic time, and Underwood's skill in creating computer programs, the three developed a model designed to predict the behavior of the S&P 500. Underwood created a sixteen-gigabyte database containing every tick in the S&P 500 dating back to 1983. Then he put his neural networks to work and started looking for fractal patterns.

He found them. In one year of testing, the Chang-Fontaine-Underwood model had beaten the S&P 500 threefold. Intrinsic time worked. That fact established, they began working on a paper intended for publication. After again explaining the concept of intrinsic time, they wrote: Having redefined time in this way, the computer then draws a series of graphs incorporating a.s.sumptions about how the different traders in the market will react to a price change in intrinsic time. Each graph has the same overall shape, but with different slopes according to each trader's time horizon or risk profile. The model a.s.sumes each trader will react in a nonlinear way: little at first to a price rising above its moving average, then with increasing interest, and finally to slacken off as he thinks he has invested enough. The computer merely adds up these models and arrives at an estimate of how the market as a whole will react to an event. It does not work with normal time, but it works quite well in intrinsic time.

Nothing in the doc.u.ments suggested that the three had ever attempted or even considered selling their idea to a brokerage house or consulting firm. I remembered asking Russ Seifert how one who had developed a good model could make money if it wasn't really possible to sell the model. "You go into business for yourself," he had said. "Either that or you publish and hope to win the n.o.bel Prize." But what if making money had never been their goal?

Nothing indicated that the three had ever considered going into business for themselves. They had intended to publish their work for all the world to see. Their correspondence contained no mention of seeking the n.o.bel Prize or any other award. Maybe they never felt their contribution was that significant.

But someone had learned of their work and concluded that the idea was valuable. Worth killing for. I didn't know who that someone was, but as an economist and Carolyn Chang's occasional lover, Dale Hawkins seemed a good bet.

"Hey, Wanda," I said from my booth, "can I use your phone?" My cell phone does not work in Nederland because there are no cell phone towers up here.

"Sure," she replied. I dialed Scott.

"McCutcheon," he said.

"You got any time this afternoon?" I asked.

"I have to help Bobbi put down some mulch, then I'm free."

"Two o'clock at Moe's?"

"I'll be there," he said.

"It's an interesting concept," Scott said as he finished reviewing the stack of doc.u.ments. He wore tan shorts, a white T-s.h.i.+rt with gra.s.s stains on it, leather sandals, and a baseball cap with the National Rifle a.s.sociation's logo on it. He's not really a member, but he gets a kick out of wearing things like that in the liberal enclave of Boulder. I'd summarized the chronology of events for him, then allowed him to study the model and test data while I read the News. We were seated at an outside table on a warm but overcast afternoon. "How much do you think you could get for something like this if you sold it to one of these consulting firms?" he asked.

"You probably wouldn't sell it," I said. "You'd probably go into business for yourself." I told him what Russ Seifert had told me.

"Doesn't look like they were planning to go into business for themselves."

"Looks like they planned to publish their research in some academic journal," I said. "I'm guessing Carolyn shared her work with Hawkins. He saw dollar signs and decided to claim the idea as his own. We find the connection between Hawkins and Polk, we solve the case."

"What about Underwood?" he asked. "He worked for an economic consulting firm, didn't he?"

"New Paradigm Systems."

"Maybe he presented the model to them and they decided they wanted it."

"I thought about that," I said, "but the guy who runs that company didn't strike me that way. And I'm not aware of any connection between New Paradigm Systems and Polk. We know there's a connection between Polk and the Koch Group."

"So in addition to connecting Hawkins and Polk, we have to connect Hawkins with the Koch Group."

"There's a connection," I said. "Koch got real fidgety when I asked if he knew Dale Hawkins."

"I can work on the connections," he said, "but you're talking about phone records and bank records. The bureau can do that a lot easier than we can."

"I know," I said, "but let's see what we can do on our own in the next few days." He gave me a skeptical look; he knew I had a long history with Polk and wanted to go as far as I could on my own. I went inside to refill my drink.

"Oh, by the way," Scott said as I resumed my seat, "I think I've about exhausted the airline reservation angle. I can't find any evidence that Polk flew to Nebraska before Carolyn was murdered. If he did, he didn't use his own name and he didn't use any of his credit cards."

"He might have driven to Nebraska," I said. "I can't believe I forgot to tell you this."

"What's that?"

"There's a retired homicide detective who lives near Jayne. He told me the federal agents all drive Crown Victorias now. He saw a dark blue one, brand new, park near Jayne's town house the day she called me about the break-in. The guy driving it fits Polk's description. Guess what the plate prefix was."

"A-M-K."

"Yeah. He thinks it's a dummy plate-the kind they use for undercover ops-but he promised to run it for me."

"Why would he drive to Lincoln?" Scott asked.

"Gives him mobility while he's there," I said. "And it eliminates the risk that someone on a commercial flight might remember him."

"If he flashes his badge at Carolyn, that might explain why she'd get into his car so willingly."

"It would also explain how the killer got into Fontaine's house and Underwood's apartment without breaking anything and without a struggle." Scott nodded, went inside, and emerged with a gla.s.s of iced tea and another bagel. To the west I noticed the afternoon clouds thickening. Thunderstorms were certain.

"So how are things with you and the math professor?" Scott asked.

"Not so good," I said. I told him about Finn's disclosure of my manslaughter arrest to Jayne. I also told him about Finn's relations.h.i.+p with Amanda and how I'd handled Finn the previous morning.

"You let him off easy," Scott said. I shrugged. Thinking about my problems with Jayne was bringing me down and Scott could see it.

"What are you doing this weekend?" he asked.

"No plans," I said.

"I'm thinking of going camping. Bobbi bought me some night-vision goggles for my birthday, if you can believe that, and I'm dying to try 'em out."

"That sounds like a plan," I said. "I could use a little rest and relaxation."

"We can leave tonight if you want."

"No, I want to talk with Jayne. Let's leave tomorrow."

Jayne wasn't home, so I parked the truck and sat on the cement slab leading to her front door. I stared at the Russian olive trees beside the creek and wondered what idiot had brought them to the United States in the first place. My cell phone rang. It was Tom Hammond.

"It's a dummy plate," he said. "The car belongs to the Denver office of the FBI."

"I guess that's no surprise," I said, "but thanks for your efforts."

"Sure thing," he said. I almost hung up, but decided to ask one more question.

"Hey, Tom?"

"Yeah."

"If a law enforcement agency in Nebraska had asked the Colorado DMV to provide a listing of all vehicles meeting that description with an A-M-K prefix, would the DMV have given out the information about the car registered to the bureau?"

"Not right away," he said. "The DMV gets these requests all the time. The clerks who handle them don't even have access to that information, so the decision on disclosure has to be made at a higher level."

"Okay," I said. "Thanks again." I couldn't blame Amanda for sloppy police work. She'd had no reason to believe the FBI might own the mystery vehicle.

It was three-thirty P.M. My b.u.t.t was sore from sitting on the concrete. Jayne showed up around five. She wore tan slacks and a white sleeveless s.h.i.+rt. She wasn't happy to see me.

"h.e.l.lo," she said. I stood. She walked past me and unlocked the door, but I didn't follow her in and she didn't invite me. I saw her set her briefcase and purse down on the kitchen table.

"Let's take a walk," I said from the entrance. "I'll tell you about it." She removed a pitcher of water from the refrigerator and poured herself a gla.s.s. When she had finished drinking it, she walked toward me and pulled the door shut behind her.

We started walking east on Pearl Street. "I thought I'd bring you up to date on a few things," I said. She didn't respond, but she continued walking with me, so I summarized the latest developments in the case. She listened patiently and, despite her anger toward me, I sensed a certain satisfaction. We hadn't pieced it all together yet, but we had effectively established that the three deaths were related. I told her we'd have to turn it over to the bureau sooner or later.

"You've done a good job," she said. "Do I owe you any more money?"

"No." We turned right on Ninth Street and walked south to Boulder Creek. A pedestrian path follows the creek, and some high school kids were tubing in the clear water. I knew they'd have to call it a day soon because of the approaching storm.

"You remember my dog Wheat?" I asked.

"Yes." She didn't look at me.

"I adopted him a few years ago," I said. "He'd been abused and I read about him in the paper." I pulled a photocopy of the article from my s.h.i.+rt pocket and handed it to her. She stopped to read it.

Denver-A Denver man was arrested on charges of cruelty to animals when his roommates reported him to the police after they found his puppy whimpering and unable to walk.

Blackie, a three-month-old schipperkee, was found in its owner's, Melvin D. Dawson's, rented room with limp front paws, unable to walk and in obvious pain.

The puppy was taken to a local veterinary hospital by Denver police officer Wayne Simmons and found to have a swollen brain and concussion. The veterinarian confirmed the animal had been abused.

Dawson's roommates, who claim they had witnessed him throw, kick, and hit Blackie daily, decided they had seen enough and reported the problem to police. The two roommates also claim Dawson kicked their dog down some stairs on another occasion.

Simmons was told that the roommates had to break into Dawson's room to get to the dog since his doors were locked. Also, despite Dawson being at work, music was turned up in the room, apparently to mask the puppy's cries.

It was explained by Dawson that the dog had been biting on an electric cord a few days earlier so he hit it with his hand to discipline the animal. He said he did not take the dog to a vet because he felt it would be all right.

Dawson said he only hit the puppy with his hand and never kicked it. Dawson also explained that he disciplined the dog when it defecated on the floor.

Simmons arrested Dawson so there would not be any problem with retaliation against the roommates. Both Dawson and the roommates who reported him have been evicted, as no animals were allowed in the house. Subsequent investigation revealed Dawson had several outstanding warrants on various other misdemeanor charges.

She folded the article, handed it back to me, and said nothing. As we pa.s.sed beneath the bridge over Broadway, I continued the story. "I adopted the dog," I said. "Later I learned Dawson had skipped town and that a warrant for his arrest had been issued, but cruelty to animals is a misdemeanor, so the cops weren't making any effort to track him down.

"A couple of months went by and I forgot about it. The dog seemed to be doing well and I considered myself lucky to have him. Then one day I was in line in a grocery store down near my brother's gym. The guy in front of me was a scruffy-looking doper and I noticed the name on his check-Melvin D. Dawson. I figured there couldn't be that many Melvin D. Dawsons in Denver and this guy just looked like the type of sick loser who would abuse a puppy. So I followed him out to his motorcycle and yelled, 'Melvin.'

"He just looked at me and climbed on his motorcycle. 'Hey, Melvin,' I say, 'c'mere, I want to talk to you.' 'f.u.c.k you,' he says. I keep walking toward him. 'You've got some outstanding warrants, Melvin, so why don't you climb down off the bike and we'll go take care of them.' He gives me the finger and starts his motorcycle. I don't want him to get away so I run to him and yank him off the bike, but his jacket's slick and I lose my grip. The bike falls over and he comes up with a big spring-loaded knife.

"I've had some self-defense training, so I manage to avoid the knife, but that's just making him angry and he keeps circling me, trying to cut me. The cops still aren't anywhere to be seen. Finally he corners me between two cars and comes at me. I sidestep him and redirect his arm downward, and the knife slides into his belly. It severs an artery and he bleeds to death before they can save him." I heard the first crack of thunder. We continued walking.

When she finally said something, it was, "Why didn't you just walk away?"

"I've thought about that a lot," I said. "I don't have a good answer." I felt a light raindrop on my arm.

"You don't sound very remorseful," she said. Her anger was slowly diminis.h.i.+ng.

"I could've walked away," I said, "and maybe I should have, but once I started it, I did what I had to do." I paused. "And the world's probably a better place for it," I added. "I know that sounds cold, but there are evil people in this world."

"I think I know that better than most people," she said. A reference to the deaths of her parents.

"I suppose you do," I said. A loud crack of thunder stopped us in our tracks for a moment. More raindrops began to fall. We turned around and began walking back toward the mountains in silence.