Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010 View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

2006

AUTHORS

Stan Drożdż , Frank Grümmer , Franz Ruf , Josef Speth

ABSTRACT

A phenomenon of the financial log-periodicity is discussed and the characteristics that amplify its predictive potential are elaborated. The principal one is self-similarity that obeys across all the time scales. Furthermore the same preferred scaling factor appears to provide the most consistent description of the market dynamics on all these scales both in the bull as well as in the bear market phases and is common to all the major markets. These ingredients set very desirable and useful constraints for understanding the past market behavior as well as in designing forecasting scenarios. One novel speculative example of a more detailed S&P500 development until 2010 is presented. More... »

PAGES

93-98

References to SciGraph publications

  • 1999-06. Imprints of log-periodic self-similarity in the stock market in THE EUROPEAN PHYSICAL JOURNAL B
  • Book

    TITLE

    Practical Fruits of Econophysics

    ISBN

    4-431-28914-3

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/4-431-28915-1_16

    DOI

    http://dx.doi.org/10.1007/4-431-28915-1_16

    DIMENSIONS

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