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The Relation Between Mathematical Constant and Stock Market Crash

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Fuzzy Information and Engineering and Decision (IWDS 2016)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 646))

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Abstract

Using the method of quantitative analysis, we present that movements of the financial markets are related to mathematical constant e, with the Shanghai Composite Index and the Dow Jones Industrial Average Index as the evidences.

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References

  1. Xiao, Q.: The Omnipotent Valuable Book of Predicting Highs and Bottoms. Economic Science Press, San Francisco (2008)

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Acknowledgements

The authors would like to thanks overseas friends for verifying the theory in the international market. Special thanks to the support by Professor Zhang chong-qi to his careful and meticulous guidance and reading.

Recommender: Zhang Chong-qi, Professor of School of Economics and Statistics.

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Authors and Affiliations

  1. CSchool of Mathematics and Information Science, Guangzhou University, Guangzhou, 510000, People’s Republic of China

    Qing-can Xiao & Xiao-wen Zhou

  2. Xiaolan No.1 Middle School, Zhongshan, 528400, People’s Republic of China

    Qing-can Xiao & Xiao-wen Zhou

Authors
  1. Qing-can Xiao
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  2. Xiao-wen Zhou
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Corresponding author

Correspondence to Qing-can Xiao .

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Editors and Affiliations

  1. Guangzhou Vocational College of Science and Technology, Guangzhou, China

    Bing-Yuan Cao

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Xiao, Qc., Zhou, Xw. (2018). The Relation Between Mathematical Constant and Stock Market Crash. In: Cao, BY. (eds) Fuzzy Information and Engineering and Decision. IWDS 2016. Advances in Intelligent Systems and Computing, vol 646. Springer, Cham. https://doi.org/10.1007/978-3-319-66514-6_39

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  • DOI: https://doi.org/10.1007/978-3-319-66514-6_39

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-66513-9

  • Online ISBN: 978-3-319-66514-6

  • eBook Packages: EngineeringEngineering (R0)

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