Chakrabarti, Bikas K. ; Chatterjee, Arnab ; Bhattacharyya, Pratip (2008) Two-fractal overlap time series: earthquakes and market crashes Pramana - Journal of Physics, 71 (2). pp. 203-210. ISSN 0304-4289
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Official URL: http://www.ias.ac.in/pramana/v71/p203/fulltext.pdf
Related URL: http://dx.doi.org/10.1007/s12043-008-0154-5
Abstract
We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Indian Academy of Sciences. |
| Keywords: | Cantor Set; Time Series; Earthquake; Market Crash |
| ID Code: | 44812 |
| Deposited On: | 23 Jun 2011 07:57 |
| Last Modified: | 18 May 2016 01:19 |
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