pith. sign in

arxiv: 0712.3992 · v1 · submitted 2007-12-24 · ⚛️ physics.soc-ph · q-fin.ST

Two Fractal Overlap Time Series: Earthquakes and Market Crashes

classification ⚛️ physics.soc-ph q-fin.ST
keywords seriestimecrashesearthquakesoverlapanticipationbeencantor
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.