FİNANSAL FİZİK -6-

İlgili yazılar:

• https://blog.metu.edu.tr/caglart/2024/09/22/galilei-denklemleri-ve-fiyat-degisimleri/
• arXiv:cond-mat/0106054 [pdf, ps, other] cond-mat.stat-mech
doi 10.1142/S0129183103004462
Theory of self-similar oscillatory finite-time singularities in Finance, Population and Rupture
Authors: D. Sornette, K. Ide
Abstract: …summarizing the long paper cond-mat/0106047 in which we present a simple two-dimensional dynamical system reaching a singularity in finite time decorated by accelerating oscillations due to the interplay between nonlinear positive feedback and reversal in the inertia. This provides a fundamental equation for the dynamics of (1) stock market prices in the pre… ▽ More
Submitted 4 June, 2001; originally announced June 2001.
Comments: Latex document of 14 pages including 3 eps figures
Journal ref: Int. J. Mod. Phys. C 14 (3), 267-275 (2002)
• arXiv:cond-mat/0106047 [pdf, ps, other] cond-mat.stat-mech
doi 10.1016/S0378-4371(01)00585-4
Oscillatory Finite-Time Singularities in Finance, Population and Rupture
Authors: K. D. Ide, D. Sornette
Abstract: …dynamical system where two nonlinear terms, exerting respectively positive feedback and reversal, compete to create a singularity in finite time decorated by accelerating oscillations. The power law singularity results from the increasing growth rate. The… ▽ More
Submitted 4 June, 2001; originally announced June 2001.
Comments: Latex document of 59 pages including 20 eps figures
Journal ref: Physica A 307 (1-2), 63-106 (2002)