Two Fractal Overlap Time Series and Anticipation of Market Crashes
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.
KeywordsStock Price Stock Prex Identical Fractal Fault Dynamic York Stock Exchange
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