Zobrazeno 1 - 10
of 347
pro vyhledávání: '"Ruf F"'
Publikováno v:
In Applied Thermal Engineering 5 May 2021 189
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 scalin
Externí odkaz:
http://arxiv.org/abs/physics/0503006
Publikováno v:
Physica A 324 (2003) 174-182
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a
Externí odkaz:
http://arxiv.org/abs/cond-mat/0209591
Publikováno v:
Acta Phys. Pol. B 34 (2003) 4293-4306
Based on the tick-by-tick price changes of the companies from the U.S. and from the German stock markets over the period 1998-99 we reanalyse several characteristics established by the Boston Group for the U.S. market in the period 1994-95, which ser
Externí odkaz:
http://arxiv.org/abs/cond-mat/0208240
Publikováno v:
Physica A 309 (2002) 171-182
The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present study is
Externí odkaz:
http://arxiv.org/abs/cond-mat/0108068
Publikováno v:
Empirical Science of Financial Fluctuations, H. Takayasu (Ed.), Springer-Verlag Tokio 2002, p.41
Financial empirical correlation matrices of all the companies which both, the Deutsche Aktienindex (DAX) and the Dow Jones comprised during the time period 1990-1999 are studied using a time window of a limited, either 30 or 60, number of trading day
Externí odkaz:
http://arxiv.org/abs/cond-mat/0103606
Publikováno v:
Physica A, 299 (2001) 144
A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intradaily structures in the financial time-s
Externí odkaz:
http://arxiv.org/abs/cond-mat/0102402
Publikováno v:
Physica A294 (2001), 226
Effects connected with the world globalization affect also the financial markets. On a way towards quantifying the related characteristics we study the financial empirical correlation matrix of the 60 companies which both the Deutsche Aktienindex (DA
Externí odkaz:
http://arxiv.org/abs/cond-mat/0011488
Publikováno v:
Physica A287 (2000), 440
Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days, is presented. This allows to clearly identify a nontrivial time-depend
Externí odkaz:
http://arxiv.org/abs/cond-mat/9911168
Publikováno v:
Eur. Phys. J. B 10, 589-593 (1999)
Detailed analysis of the log-periodic structures as precursors of the financial crashes is presented. The study is mainly based on the German Stock Index (DAX) variation over the 1998 period which includes both, a spectacular boom and a large decline
Externí odkaz:
http://arxiv.org/abs/cond-mat/9901025