Strategy for investments from Zipf law(s)

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 30-37

  Ausloos, M ^a   Bronlet, Ph ^a  

^a SUPRAS and GRASP   (Belgium)

Author keywords

Econophysics; Financial indices; Hurst exponent; Returns; Zipf

Indexed keywords

LINGUISTICS; MATHEMATICAL MODELS; STATISTICAL METHODS;

ECONOPHYSICS;

FINANCE;

EID: 0038577120     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01845-9     Document Type: Conference Paper

References (34)

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9. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
10. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
11. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
12. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
13. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
14. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
15. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
16. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
17. see http://linkage.rockefeller.edu/wli/zipf/ and in particular; Hill B. The rank-frequency form of Zipf's law. J. Am. Stat. Assoc. 69:1974;1017 Hill B., Woodroofe M. Stronger forms of Zipf's law. J. Am. Stat. Assoc. 70:1975;212 Montemurro M.A. Beyond the Zipf-Mandelbrot law in quantitative linguistics. Physica A. 300:2001;567 Pavlov A.N., Ebeling W., Molgedey L., Ziganshin A.R., Anishchenko V.S. Scaling features of texts, images and time series. Physica A. 300:2001;310-324 Gutenberg B., Richter R.F. Frequency of earthquakes in California. Bull. Seis. Soc. Amer. 34:1944;185 Sornette D., Knopoff L., Kagan Y.Y., Vanneste C. Rank-ordering statistics of extreme events. application to the distribution of large earthquakes J. Geophys. Res. 101:1996;13 883 Ma Y.G. Zipf's law in the liquid gas phase transition of nuclei. Eur. Phys. J. A. 6:1999;367 Piqueira J.R., Monteiro L.H., de Magalhaes T.M., Ramos R.T., Sassi R.B., Cruz E.G. Zipf's law organizes a psychiatric ward. J. Theoret. Biol. 198:1999;439 W. Li, Zipf's law in importance of genes for cancer classification using microarray data, arxiv.org e-print, physics/0104028; J. Kalda, M. Sakki, M. Vainu, M. Laan, Zipf's law in human heartbeat dynamics", arxiv.org e-print, physics/0110075; Gabaix X. Zipf's law for cities. an explanation Quart. J. Econ. 114:1999;739 Gabaix X. Zipf's law and the growth of cities. Am. Econom. Rev. Papers and Proc. 89:1999;129.
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