170 citations · 291 across the 9 of their papers we have counts for
4 papers · 1 filter
More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes
James A. Feigenbaum
We respond to Sornette and Johansen's criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Joha…
A Statistical Analysis of Log-Periodic Precursors to Financial Crashes
James Feigenbaum
Motivated by the hypothesis that financial crashes are macroscopic examples of critical phenomena associated with a discrete scaling symmetry, we reconsider the evidence of log-per…
Discrete Scale Invariance and the "Second Black Monday"
James A. Feigenbaum, Peter G. O. Freund
Evidence is offered for log-periodic (in time) fluctuations in the S&P 500 stock index during the three years prior to the October 27, 1997 "correction". These fluctuations were ex…
Discrete Scaling in Stock Markets Before Crashes
James A. Feigenbaum, Peter G. O. Freund
We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctu…