Time series of stock price and of two fractal overlap: Anticipating market crashes?

Physics – Data Analysis – Statistics and Probability

Scientific paper

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4 pages, 2 eps figures, Springer class svmult.cls used; Conf. Proc. 3rd Nikkei Econophysics Symposium and Workshop, Tokyo, Nov

Scientific paper

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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