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The features of the time series for the overlap of two Cantor sets when one set moves with uniform relative velocity over the other looks somewhat similar to the time series of stock prices. We analyze both and explore the possibilities of anticipating a large (change in Cantor set) overlap or a large change in stock price. An anticipation method for some of the crashes has been proposed here, based on these observations.
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© 2006 Springer-Verlag Tokyo
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Chakrabarti, B.K., Chatterjee, A., Bhattacharyya, P. (2006). Time series of stock price and of two fractal overlap: Anticipating market crashes?. In: Takayasu, H. (eds) Practical Fruits of Econophysics. Springer, Tokyo. https://doi.org/10.1007/4-431-28915-1_18
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DOI: https://doi.org/10.1007/4-431-28915-1_18
Publisher Name: Springer, Tokyo
Print ISBN: 978-4-431-28914-2
Online ISBN: 978-4-431-28915-9
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