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

2006-01-01

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

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

https://app.dimensions.ai/details/publication/pub.1014731656


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/15", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Commerce, Management, Tourism and Services", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1502", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Banking, Finance and Investment", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Institute of Physics, University of Rzesz\u00f3w, PL-35-310, Rzesz\u00f3w, Poland", 
          "id": "http://www.grid.ac/institutes/grid.13856.39", 
          "name": [
            "Institute of Nuclear Physics, Polish Academy of Sciences, PL-31-342, Krak\u00f3w, Poland", 
            "Institute of Physics, University of Rzesz\u00f3w, PL-35-310, Rzesz\u00f3w, Poland"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Dro\u017cd\u017c", 
        "givenName": "Stan", 
        "id": "sg:person.012127267305.72", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012127267305.72"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, D-52425, J\u00fclich, Germany", 
          "id": "http://www.grid.ac/institutes/grid.8385.6", 
          "name": [
            "Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, D-52425, J\u00fclich, Germany"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Gr\u00fcmmer", 
        "givenName": "Frank", 
        "id": "sg:person.07416456145.34", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07416456145.34"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "West LB International S.A., 32-34 bd Grande-Duchesse Charlotte, L-2014, Luxembourg", 
          "id": "http://www.grid.ac/institutes/None", 
          "name": [
            "West LB International S.A., 32-34 bd Grande-Duchesse Charlotte, L-2014, Luxembourg"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Ruf", 
        "givenName": "Franz", 
        "id": "sg:person.016040061457.61", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016040061457.61"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, D-52425, J\u00fclich, Germany", 
          "id": "http://www.grid.ac/institutes/grid.8385.6", 
          "name": [
            "Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, D-52425, J\u00fclich, Germany"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Speth", 
        "givenName": "Josef", 
        "id": "sg:person.01267434315.18", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.01267434315.18"
        ], 
        "type": "Person"
      }
    ], 
    "datePublished": "2006-01-01", 
    "datePublishedReg": "2006-01-01", 
    "description": "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.", 
    "editor": [
      {
        "familyName": "Takayasu", 
        "givenName": "Hideki", 
        "type": "Person"
      }
    ], 
    "genre": "chapter", 
    "id": "sg:pub.10.1007/4-431-28915-1_16", 
    "inLanguage": "en", 
    "isAccessibleForFree": true, 
    "isPartOf": {
      "isbn": [
        "978-4-431-28914-2", 
        "978-4-431-28915-9"
      ], 
      "name": "Practical Fruits of Econophysics", 
      "type": "Book"
    }, 
    "keywords": [
      "bear market phase", 
      "stock market development", 
      "market behavior", 
      "market dynamics", 
      "market development", 
      "market phases", 
      "major markets", 
      "speculative example", 
      "forecasting scenarios", 
      "market", 
      "constraints", 
      "development", 
      "scenarios", 
      "dynamics", 
      "principal one", 
      "predictive potential", 
      "bulls", 
      "behavior", 
      "example", 
      "one", 
      "factors", 
      "prediction", 
      "characteristics", 
      "phenomenon", 
      "time", 
      "scale", 
      "consistent description", 
      "ingredients", 
      "scaling factors", 
      "potential", 
      "useful constraints", 
      "description", 
      "variants", 
      "phase", 
      "same preferred scaling factor", 
      "preferred scaling factor", 
      "past market behavior", 
      "novel speculative example"
    ], 
    "name": "Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010", 
    "pagination": "93-98", 
    "productId": [
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1014731656"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/4-431-28915-1_16"
        ]
      }
    ], 
    "publisher": {
      "name": "Springer Nature", 
      "type": "Organisation"
    }, 
    "sameAs": [
      "https://doi.org/10.1007/4-431-28915-1_16", 
      "https://app.dimensions.ai/details/publication/pub.1014731656"
    ], 
    "sdDataset": "chapters", 
    "sdDatePublished": "2021-12-01T20:11", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-springernature-scigraph/baseset/20211201/entities/gbq_results/chapter/chapter_54.jsonl", 
    "type": "Chapter", 
    "url": "https://doi.org/10.1007/4-431-28915-1_16"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/4-431-28915-1_16'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/4-431-28915-1_16'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/4-431-28915-1_16'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/4-431-28915-1_16'


 

This table displays all metadata directly associated to this object as RDF triples.

126 TRIPLES      23 PREDICATES      63 URIs      56 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/4-431-28915-1_16 schema:about anzsrc-for:15
2 anzsrc-for:1502
3 schema:author N06978b038ce64d94ac7f62cbdf4c7197
4 schema:datePublished 2006-01-01
5 schema:datePublishedReg 2006-01-01
6 schema:description 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.
7 schema:editor N3ce6c902049f45d0bed6e2321b9691bd
8 schema:genre chapter
9 schema:inLanguage en
10 schema:isAccessibleForFree true
11 schema:isPartOf N55c72e1a1d2545339ce20f1426637ffd
12 schema:keywords bear market phase
13 behavior
14 bulls
15 characteristics
16 consistent description
17 constraints
18 description
19 development
20 dynamics
21 example
22 factors
23 forecasting scenarios
24 ingredients
25 major markets
26 market
27 market behavior
28 market development
29 market dynamics
30 market phases
31 novel speculative example
32 one
33 past market behavior
34 phase
35 phenomenon
36 potential
37 prediction
38 predictive potential
39 preferred scaling factor
40 principal one
41 same preferred scaling factor
42 scale
43 scaling factors
44 scenarios
45 speculative example
46 stock market development
47 time
48 useful constraints
49 variants
50 schema:name Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010
51 schema:pagination 93-98
52 schema:productId Naee98bd3f3d34c988f9228fcccd7698e
53 Nb88269d4d70944ea89a0beb97d41cf54
54 schema:publisher N4155555b6b704c599fa8851e3c76960d
55 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014731656
56 https://doi.org/10.1007/4-431-28915-1_16
57 schema:sdDatePublished 2021-12-01T20:11
58 schema:sdLicense https://scigraph.springernature.com/explorer/license/
59 schema:sdPublisher N2dbc76d5521746ba929fcce9692be5ae
60 schema:url https://doi.org/10.1007/4-431-28915-1_16
61 sgo:license sg:explorer/license/
62 sgo:sdDataset chapters
63 rdf:type schema:Chapter
64 N06978b038ce64d94ac7f62cbdf4c7197 rdf:first sg:person.012127267305.72
65 rdf:rest N63b96525fdb140a1a8d9897f0eca40ff
66 N2dbc76d5521746ba929fcce9692be5ae schema:name Springer Nature - SN SciGraph project
67 rdf:type schema:Organization
68 N3ce6c902049f45d0bed6e2321b9691bd rdf:first N7a2e8ef8e5e348b09d909c207e729e1c
69 rdf:rest rdf:nil
70 N4155555b6b704c599fa8851e3c76960d schema:name Springer Nature
71 rdf:type schema:Organisation
72 N53cbe8ed625a48d59053f18e302062da rdf:first sg:person.016040061457.61
73 rdf:rest N71e0fa50c9fc40e89ec91542d6c98e15
74 N55c72e1a1d2545339ce20f1426637ffd schema:isbn 978-4-431-28914-2
75 978-4-431-28915-9
76 schema:name Practical Fruits of Econophysics
77 rdf:type schema:Book
78 N63b96525fdb140a1a8d9897f0eca40ff rdf:first sg:person.07416456145.34
79 rdf:rest N53cbe8ed625a48d59053f18e302062da
80 N71e0fa50c9fc40e89ec91542d6c98e15 rdf:first sg:person.01267434315.18
81 rdf:rest rdf:nil
82 N7a2e8ef8e5e348b09d909c207e729e1c schema:familyName Takayasu
83 schema:givenName Hideki
84 rdf:type schema:Person
85 Naee98bd3f3d34c988f9228fcccd7698e schema:name doi
86 schema:value 10.1007/4-431-28915-1_16
87 rdf:type schema:PropertyValue
88 Nb88269d4d70944ea89a0beb97d41cf54 schema:name dimensions_id
89 schema:value pub.1014731656
90 rdf:type schema:PropertyValue
91 anzsrc-for:15 schema:inDefinedTermSet anzsrc-for:
92 schema:name Commerce, Management, Tourism and Services
93 rdf:type schema:DefinedTerm
94 anzsrc-for:1502 schema:inDefinedTermSet anzsrc-for:
95 schema:name Banking, Finance and Investment
96 rdf:type schema:DefinedTerm
97 sg:person.012127267305.72 schema:affiliation grid-institutes:grid.13856.39
98 schema:familyName Drożdż
99 schema:givenName Stan
100 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012127267305.72
101 rdf:type schema:Person
102 sg:person.01267434315.18 schema:affiliation grid-institutes:grid.8385.6
103 schema:familyName Speth
104 schema:givenName Josef
105 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.01267434315.18
106 rdf:type schema:Person
107 sg:person.016040061457.61 schema:affiliation grid-institutes:None
108 schema:familyName Ruf
109 schema:givenName Franz
110 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.016040061457.61
111 rdf:type schema:Person
112 sg:person.07416456145.34 schema:affiliation grid-institutes:grid.8385.6
113 schema:familyName Grümmer
114 schema:givenName Frank
115 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07416456145.34
116 rdf:type schema:Person
117 grid-institutes:None schema:alternateName West LB International S.A., 32-34 bd Grande-Duchesse Charlotte, L-2014, Luxembourg
118 schema:name West LB International S.A., 32-34 bd Grande-Duchesse Charlotte, L-2014, Luxembourg
119 rdf:type schema:Organization
120 grid-institutes:grid.13856.39 schema:alternateName Institute of Physics, University of Rzeszów, PL-35-310, Rzeszów, Poland
121 schema:name Institute of Nuclear Physics, Polish Academy of Sciences, PL-31-342, Kraków, Poland
122 Institute of Physics, University of Rzeszów, PL-35-310, Rzeszów, Poland
123 rdf:type schema:Organization
124 grid-institutes:grid.8385.6 schema:alternateName Institut für Kernphysik, Forschungszentrum Jülich, D-52425, Jülich, Germany
125 schema:name Institut für Kernphysik, Forschungszentrum Jülich, D-52425, Jülich, Germany
126 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...