THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES

DOI10.1142/S0129183103004462zbMath1086.91502arXivcond-mat/0106054MaRDI QIDQ5716111

Kayo Ide, Didier Sornette

Publication date: 9 January 2006

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0106054

zbMATH Keywords

populationsingularitiesdynamical systemsself-similarityspiralslog-periodicityfinancial crashmaterials rupture

Mathematics Subject Classification ID

Related Items (7)

MARKET DEPTH AND PRICE DYNAMICS: A NOTE ⋮ Finite-time singularity signature of hyperinflation ⋮ Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 ⋮ Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction ⋮ A simple finite-difference stock market model involving intrinsic value ⋮ A Bayesian analysis of log-periodic precursors to financial crashes ⋮ STOCK MECHANICS: A GENERAL THEORY AND METHOD OF ENERGY CONSERVATION WITH APPLICATIONS ON DJIA

Cites Work

• The dynamics of speculative behaviour
• Oscillatory finite-time singularities in finance, population and rupture
• Finite-time singularity in the dynamics of the world population, economic and financial indices

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