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      Two Fractal Overlap Time Series: Earthquakes and Market Crashes

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          Abstract

          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.

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          Of overlapping Cantor sets and earthquakes: analysis of the discrete Chakrabarti–Stinchcombe model

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            Author and article information

            Journal
            24 December 2007
            Article
            0712.3992
            2f93f3ae-31b5-4387-b79d-f69d6c5862ac
            History
            Custom metadata
            2 column RevTeX4, 4 pages, 5 eps figures; Published in "Econophysics of Stock and Other Markets", Eds. A. Chatterjee, B. K. Chakrabarti, New Economic Windows Series, Springer, Milan (2006); Sec V and 2 refs added new in this arXiv version
            physics.soc-ph q-fin.ST

            General physics,Statistical finance
            General physics, Statistical finance

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