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Volumn 252, Issue 3-4, 1998, Pages 271-277

Log-periodic oscillations for biased diffusion on random lattice

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION IN SOLIDS; OSCILLATIONS; PERCOLATION (SOLID STATE); RANDOM PROCESSES;

EID: 0032051221     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00680-8     Document Type: Article
Times cited : (76)

References (19)
  • 5
    • 0001100801 scopus 로고
    • R.B. Pandey, Phys. Rev. B 30 (1984) 489; H. Böttger, V.V. Bryskin, Phys. Stat. Sol. (b) 113 (1982) 9.
    • (1984) Phys. Rev. B , vol.30 , pp. 489
    • Pandey, R.B.1
  • 8
    • 0001382220 scopus 로고
    • and earlier papers of this group cited there
    • A. Bunde, S. Havlin, H.E. Roman, Phys. Rev. A 42 (1990) 6274 and earlier papers of this group cited there.
    • (1990) Phys. Rev. A , vol.42 , pp. 6274
    • Bunde, A.1    Havlin, S.2    Roman, H.E.3
  • 13
    • 0031273052 scopus 로고    scopus 로고
    • D. Sornette, A. Johansen, J.-P. Bouchaud, J. Phys. I France 6 (1996) 167; D. Sornette, A. Johansen, Physica A 245 (1997) 411.
    • (1997) Physica A , vol.245 , pp. 411
    • Sornette, D.1    Johansen, A.2
  • 14
    • 0012641212 scopus 로고    scopus 로고
    • Un krach avant novembre
    • September
    • Prediction of the stock market turmoil at the end of October 1997, based on an unpublished extension of the theory, have been formally issued ex-ante on September 17, 1997, to the French office for the protection of proprietary softwares and inventions under number registration 94781. In addition, a trading strategy has been devised using put options in order to provide an experimental test of the theory. A 400% profit has been obtained in a two-week period covering the mini-crash of October 31, 1997. The proof of this profit is available from a Merrill Lynch client cash management account released in November 1997. See also H. Dupuis, "Un krach avant novembre", Tendances, 18. September 1997, page 26, from the work of N. Vandewalle, P. Boveroux, A. Minguet and M. Ausloos, using the same type of log-periodic signals.
    • (1997) Tendances , vol.18 , pp. 26
    • Dupuis, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.