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Pramana

, Volume 71, Issue 2, pp 203–210 | Cite as

Two-fractal overlap time series: Earthquakes and market crashes

  • Bikas K. Chakrabarti
  • Arnab Chatterjee
  • Pratip Bhattacharyya
Article

Abstract

We find prominent similarities in the features of the time series for the (model earthquakes or) 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.

Keywords

Cantor set time series earthquake market crash 

PACS Nos

05.00 02.50.-r 64.60 89.65.Gh 95.75.Wx 

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Copyright information

© Indian Academy of Sciences 2008

Authors and Affiliations

  • Bikas K. Chakrabarti
    • 1
    • 2
  • Arnab Chatterjee
    • 1
    • 3
  • Pratip Bhattacharyya
    • 1
    • 4
  1. 1.Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and Computational ScienceSaha Institute of Nuclear PhysicsKolkataIndia
  2. 2.Economic Research UnitIndian Statistical InstituteKolkataIndia
  3. 3.Condensed Matter and Statistical Physics SectionThe Abdus Salam International Centre for Theoretical PhysicsTriesteItaly
  4. 4.Physics DepartmentGurudas CollegeNarkeldanga, KolkataIndia

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