Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999

International Journal of Modern Physics C

Volumn 11, Issue 2, 2000, Pages 359-364

  Johansen, Anders ^a   Sornette, Didier ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

Gold; Herding Behavior; Log Periodic Oscillations; Nikkei; Prediction; Scale Invariance; Stock Market

Indexed keywords

EID: 0034379830     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S012918310000033X     Document Type: Article

References (11)

1. A. Johansen and D. Sornette, Eur. Phys. J. B 9, 167. Available on http://www.nbi.dk/~johansen/pub.html.
2. The prediction was made public on 25 January 1999 by posting a preprint on the Los Alamos server, see http://xxx.lanl.gov/abs/cond-mat/9901268. The preprint was later published as A. Johansen and D. Sornette, Int. J. Mod. Phys. C 10, 563 (1999).
3. D. Stauffer, Phys. Blätter 55, 49 (1999).
4. The Official Paul Krugman Web Page: http://web.mit.edu/krugman/www/.
5. Reported in Indian Express on 15 October, see http://www.indian-express.com/fe/daily/19981016/28955054.html.
6. H. Jeffreys, Theory of Probability, 3rd edition (Oxford University Press, 1961).
7. D. Malakoff, Science 286, 1460-1464 (1999); ibid 286, 1461 (1999); G. D'Agostini, Am. J. Phys. 67, 1260 (1999).
8. D. Malakoff, Science 286, 1460-1464 (1999); ibid 286, 1461 (1999); G. D'Agostini, Am. J. Phys. 67, 1260 (1999).
9. D. Malakoff, Science 286, 1460-1464 (1999); ibid 286, 1461 (1999); G. D'Agostini, Am. J. Phys. 67, 1260 (1999).
10. A. Johansen, D. Sornette, and O. Ledoit, J. Risk 1, 5 (1999). Available on http://www.nbi.dk/~johansen/pub.html; A. Johansen and D. Sornette, preprint available on http://www.nbi.dk/~johansen/pub.html.
11. A. Johansen, D. Sornette, and O. Ledoit, J. Risk 1, 5 (1999). Available on http://www.nbi.dk/~johansen/pub.html; A. Johansen and D. Sornette, preprint available on http://www.nbi.dk/~johansen/pub.html.