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  • Search: subject:"Exponential behaviors"
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Bubble 1 Crash 1 Exponential behaviors 1 Financial market price fluctuation 1
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Takayasu, Hideki 1 Takayasu, Misako 1 Watanabe, Kota 1
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Physica A: Statistical Mechanics and its Applications 1
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Extracting the exponential behaviors in the market data
Watanabe, Kota; Takayasu, Hideki; Takayasu, Misako - In: Physica A: Statistical Mechanics and its Applications 382 (2007) 1, pp. 336-339
We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in which bubbles and crashes are identified. From stock...
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