Two Fractal Overlap Time Series: Earthquakes and Market Crashes

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dc.creatorChakrabarti, Bikas K.
dc.creatorChatterjee, Arnab
dc.creatorBhattacharyya, Pratip
dc.date2007-12-24
dc.date.accessioned2026-07-07T12:05:36Z
dc.date.available2026-07-07T12:05:36Z
dc.descriptionWe 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.
dc.description2 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
dc.identifierhttps://arxiv.org/abs/0712.3992
dc.identifierhttp://arxiv.org/abs/0712.3992
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208418
dc.subjectPhysics and Society
dc.subjectStatistical Finance
dc.titleTwo Fractal Overlap Time Series: Earthquakes and Market Crashes
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