Chakrabarti, Bikas K. ; Chatterjee, Arnab ; Bhattacharyya, Pratip (2006) Two fractal overlap time series and anticipation of market crashes Econophysics of Stock and other Markets . pp. 153-158.
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Official URL: http://www.springerlink.com/content/u419873wur478p...
Related URL: http://dx.doi.org/10.1007/978-88-470-0502-0_15
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 |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| ID Code: | 44814 |
| Deposited On: | 23 Jun 2011 07:57 |
| Last Modified: | 23 Jun 2011 07:57 |
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