Economics Mapping to the Renormalization Group Scaling of Stock Markets

Details Economics Mapping to the Renormalization Group Scaling of Stock Markets Economics Mapping to the Renormalization Group Scaling of Stock Markets

2000-08-21

arxiv.org/abs/cond-mat/0008300v1

Physics

Condensed Matter

9 pages, RevTex, 2 PostScript figures

Scientific paper

10.1007/PL00011113

We make an attempt to map a simple economically motivated model for the price evolution [J. Phys. A: Gen. Math 33, 3637 (2000)] to the phenomenological renormalization group scaling of stock markets. This mapping gives insight into the critical exponents and the renormalization group predictions for the log-periodic oscillations preceding some stock market crashes from the perspective of non-linear changes in `the level of stocks'.

Affiliated with

Also associated with

No associations

Rating

Economics Mapping to the Renormalization Group Scaling of Stock Markets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Economics Mapping to the Renormalization Group Scaling of Stock Markets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Economics Mapping to the Renormalization Group Scaling of Stock Markets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-314089