Booms and Crashes in Self-Similar Markets
classification
❄️ cond-mat.stat-mech
q-fin.ST
keywords
marketphenomenaboomschangescrashesmarketssharpanalogous
read the original abstract
Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis phenomena is given.
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