Matches in SemOpenAlex for { <https://semopenalex.org/work/W1623020006> ?p ?o ?g. }
- W1623020006 endingPage "114" @default.
- W1623020006 startingPage "93" @default.
- W1623020006 abstract "Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the analysis of crash prediction in stock market indices and to the persistence or not of coherent and random sequences in fluctuations of foreign exchange currency rates. A brief historical introduction to crashes is given, including recent observations on the DJIA and the S & P500. Daily data of the DAX index are specifically used for illustration. The method for visualizing the pattern thought to be the precursor signature of financial crashes is outlined. The log-periodicity of the pattern is investigated. Comparison of patterns before and after crash days is made through the power spectrum. The corresponding fractal dimension of the signal looks like that of a percolation backbone. Next the fluctuations of exchange rates (XR) of currencies forming EUR with respect to USD are analyzed. The XR power spectra are calculated before and after crashes. A detrended fluctuation analysis is performed. The characteristic exponents Q and a respectively, are compared, including the time dependence of each a, found to be singular near crash dates." @default.
- W1623020006 created "2016-06-24" @default.
- W1623020006 creator A5072822499 @default.
- W1623020006 creator A5077101112 @default.
- W1623020006 date "2004-01-01" @default.
- W1623020006 modified "2023-09-26" @default.
- W1623020006 title "Patterns, Trends and Predictions in Stock Market Indices and Foreign Currency Exchange Rates" @default.
- W1623020006 cites W1482886841 @default.
- W1623020006 cites W1964286120 @default.
- W1623020006 cites W1968307854 @default.
- W1623020006 cites W1969092152 @default.
- W1623020006 cites W1970320844 @default.
- W1623020006 cites W1971034465 @default.
- W1623020006 cites W1976271863 @default.
- W1623020006 cites W1976725300 @default.
- W1623020006 cites W1989430166 @default.
- W1623020006 cites W1996805059 @default.
- W1623020006 cites W2017821362 @default.
- W1623020006 cites W2030593184 @default.
- W1623020006 cites W2038660574 @default.
- W1623020006 cites W2043974314 @default.
- W1623020006 cites W2047054362 @default.
- W1623020006 cites W2047746991 @default.
- W1623020006 cites W2053071478 @default.
- W1623020006 cites W2057116804 @default.
- W1623020006 cites W2060195949 @default.
- W1623020006 cites W2069913491 @default.
- W1623020006 cites W2083257573 @default.
- W1623020006 cites W2089870982 @default.
- W1623020006 cites W2094202162 @default.
- W1623020006 cites W2116931585 @default.
- W1623020006 cites W2138144286 @default.
- W1623020006 cites W2149451408 @default.
- W1623020006 cites W2250016382 @default.
- W1623020006 cites W2478227765 @default.
- W1623020006 cites W2526726549 @default.
- W1623020006 cites W2951029834 @default.
- W1623020006 cites W3100752549 @default.
- W1623020006 cites W3103675345 @default.
- W1623020006 cites W3104069130 @default.
- W1623020006 cites W3104291460 @default.
- W1623020006 cites W3122705547 @default.
- W1623020006 cites W3122915407 @default.
- W1623020006 cites W3125246470 @default.
- W1623020006 cites W4234552116 @default.
- W1623020006 cites W4243339115 @default.
- W1623020006 cites W569633472 @default.
- W1623020006 doi "https://doi.org/10.1007/978-3-662-08968-2_6" @default.
- W1623020006 hasPublicationYear "2004" @default.
- W1623020006 type Work @default.
- W1623020006 sameAs 1623020006 @default.
- W1623020006 citedByCount "4" @default.
- W1623020006 countsByYear W16230200062013 @default.
- W1623020006 countsByYear W16230200062017 @default.
- W1623020006 crossrefType "book-chapter" @default.
- W1623020006 hasAuthorship W1623020006A5072822499 @default.
- W1623020006 hasAuthorship W1623020006A5077101112 @default.
- W1623020006 hasBestOaLocation W16230200062 @default.
- W1623020006 hasConcept C10138342 @default.
- W1623020006 hasConcept C105795698 @default.
- W1623020006 hasConcept C136764020 @default.
- W1623020006 hasConcept C139719470 @default.
- W1623020006 hasConcept C141121606 @default.
- W1623020006 hasConcept C149782125 @default.
- W1623020006 hasConcept C162324750 @default.
- W1623020006 hasConcept C166957645 @default.
- W1623020006 hasConcept C168110828 @default.
- W1623020006 hasConcept C169760540 @default.
- W1623020006 hasConcept C183469790 @default.
- W1623020006 hasConcept C199360897 @default.
- W1623020006 hasConcept C200870193 @default.
- W1623020006 hasConcept C205649164 @default.
- W1623020006 hasConcept C21689155 @default.
- W1623020006 hasConcept C2524010 @default.
- W1623020006 hasConcept C2776988154 @default.
- W1623020006 hasConcept C2777382242 @default.
- W1623020006 hasConcept C2778300220 @default.
- W1623020006 hasConcept C2779343474 @default.
- W1623020006 hasConcept C2780299701 @default.
- W1623020006 hasConcept C2780457167 @default.
- W1623020006 hasConcept C2983132609 @default.
- W1623020006 hasConcept C33923547 @default.
- W1623020006 hasConcept C41008148 @default.
- W1623020006 hasConcept C536366893 @default.
- W1623020006 hasConcept C556758197 @default.
- W1623020006 hasConcept C86803240 @default.
- W1623020006 hasConcept C88389905 @default.
- W1623020006 hasConcept C89128539 @default.
- W1623020006 hasConcept C99844830 @default.
- W1623020006 hasConceptScore W1623020006C10138342 @default.
- W1623020006 hasConceptScore W1623020006C105795698 @default.
- W1623020006 hasConceptScore W1623020006C136764020 @default.
- W1623020006 hasConceptScore W1623020006C139719470 @default.
- W1623020006 hasConceptScore W1623020006C141121606 @default.
- W1623020006 hasConceptScore W1623020006C149782125 @default.
- W1623020006 hasConceptScore W1623020006C162324750 @default.
- W1623020006 hasConceptScore W1623020006C166957645 @default.
- W1623020006 hasConceptScore W1623020006C168110828 @default.