Two Fractal Overlap Time Series and Anticipation of Market Crashes

  • Bikas K. Chakrabarti
  • Arnab Chatterjee
  • Pratip Bhattacharyya
Part of the New Economic Windows book series (NEW)


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.


Stock Price Stock Prex Identical Fractal Fault Dynamic York Stock Exchange 
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Copyright information

© Springer-Verlag Italia 2006

Authors and Affiliations

  • Bikas K. Chakrabarti
    • 1
  • Arnab Chatterjee
    • 1
  • Pratip Bhattacharyya
    • 1
    • 2
  1. 1.Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and Computational ScienceSaha Institute of Nuclear PhysicsKolkataIndia
  2. 2.Physics DepartmentGurudas CollegeNarkeldanga, KolkataIndia

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