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Time series of stock price and of two fractal overlap: Anticipating market crashes?

We find prominent similarities in the features of the time series for the 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.
Year of publication:
2005-10
Authors: Chakrabarti, Bikas K. ; Chatterjee, Arnab ; Bhattacharyya, Pratip
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
Published in `Practical Fruits of Econophysics', Ed. H. Takayasu, pp 107-110 (2005), Springer-Verlag, Tokyo
Source:
Persistent link: https://www.econbiz.de/10005084194
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