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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)

Summary

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.

Keywords

Stock Price Stock Prex Identical Fractal Fault Dynamic York Stock Exchange 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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