Two-fractal overlap time series: Earthquakes and market crashes

Pramana

Pratip Bhattacharyya1¹  Bikas K Chakrabarti1 2¹  Arnab Chatterjee1¹ 

[1] Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and Computational Science, Saha Institute of Nuclear Physics, 1/AF Bidhannagar, Kolkata 700 064, India$$

关键词: Cantor set;    time series;    earthquake;    market crash.;   

DOI  :  

学科分类：物理（综合）

来源: Indian Academy of Sciences

【 摘 要 】

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.

【 授权许可】

Unknown