dorsal/arxiv
View SchemaTime series of stock price and of two fractal overlap: Anticipating market crashes?
| Authors | Bikas K. Chakrabarti, Arnab Chatterjee, Pratip Bhattacharyya |
|---|---|
| Categories | |
| ArXiv ID | physics/0510047 |
| URL | https://arxiv.org/abs/physics/0510047 |
| Journal | `Practical Fruits of Econophysics', Ed. H. Takayasu, pp 107-110 (2005), Springer-Verlag, Tokyo |
Abstract
We find prominent similarities in the features of the time series for the 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.
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"abstract": "We find prominent similarities in the features of the time series for the\noverlap of two Cantor sets when one set moves with uniform relative velocity\nover the other and time series of stock prices. An anticipation method for some\nof the crashes have been proposed here, based on these observations.",
"arxiv_id": "physics/0510047",
"authors": [
"Bikas K. Chakrabarti",
"Arnab Chatterjee",
"Pratip Bhattacharyya"
],
"categories": [
"physics.data-an",
"physics.soc-ph",
"q-fin.ST"
],
"journal_ref": "`Practical Fruits of Econophysics\u0027, Ed. H. Takayasu, pp 107-110\n (2005), Springer-Verlag, Tokyo",
"title": "Time series of stock price and of two fractal overlap: Anticipating market crashes?",
"url": "https://arxiv.org/abs/physics/0510047"
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