Time series of stock price and of two fractal overlap: Anticipating market crashes?

Abstract

We find prominent similarities in the features of the time series for the 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.

arXiv comment4 pages, 2 eps figures, Springer class svmult.cls used; Conf. Proc. 3rd Nikkei Econophysics Symposium and Workshop, Tokyo, Nov 2004