Autor: Drożdż, S. - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Criticality Characteristics of Current Oil Price Dynamics
Autorzy:: Drożdż, S.
Kwapień, J.
Oświęcimka, P.
Powiązania:: https://bibliotekanauki.pl/articles/1812033.pdf
Data publikacji:: 2008-10
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 05.45.Pq
52.35.Mw
47.20.Ky
Opis:: Methodology that recently leads us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of the related oil price dynamics elaborated. This methodology is based on the concept of discrete scale invariance whose finance-prediction-oriented variant involves such elements as log-periodic self-similarity, the universal preferred scaling factor λ≈2, and allows a phenomenon of the "super-bubble". From this perspective the present (as of August 22, 2008) violent - but still log-periodically decelerating - decrease of the oil prices is associated with the decay of such a "super-bubble" that has started developing about one year ago on top of the longer-term oil price increasing phase (normal bubble) whose ultimate termination is evaluated to occur in around mid 2010.
Źródło:: Acta Physica Polonica A; 2008, 114, 4; 699-702
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Current Log-Periodic View on Future World Market Development
Autorzy:: Drożdż, S.
Kwapień, J.
Oświęcimka, P.
Speth, J.
Powiązania:: https://bibliotekanauki.pl/articles/1812223.pdf
Data publikacji:: 2008-09
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 05.45.Pq
52.35.Mw
47.20.Ky
Opis:: Applicability of the concept of financial log-periodicity is discussed and encouragingly verified for various phases of the world stock markets development in the period 2000-2010. In particular, a speculative forecasting scenario designed in the end of 2004, that properly predicted the world stock market increases in 2007, is updated by setting some more precise constraints on the time of duration of the present long-term equity market bullish phase. A termination of this phase is evaluated to occur in around November 2009. In particular, on the way towards this dead-line, a Spring-Summer 2008 increase is expected. On the precious metals market a forthcoming critical time signal is detected at the turn of March/April 2008 which marks a tendency for at least a serious correction to begin.
Źródło:: Acta Physica Polonica A; 2008, 114, 3; 539-546
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Fractals, Log-Periodicity and Financial Crashes
Autorzy:: Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A.
Powiązania:: https://bibliotekanauki.pl/articles/1538497.pdf
Data publikacji:: 2010-04
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: 52.35.Mw
05.45.Df
05.70.Jk
Opis:: Presence of self-similar patterns in the financial dynamics is by now well established and even convincingly quantified within the multifractal formalism. Here we focus attention on one particular aspect of this self-similarity which potentially is related to the discrete-scale invariance underlying the system composition and manifests itself by the log-periodic oscillations cascading self-similarly through various time scales. Such oscillations accumulate at the turning (critical) points that in the financial dynamics are often identified as crashes. This property thus allows us to develop a methodology that may be useful also for prediction. A model Weierstrass-type function is used to illustrate the relevant effects and several examples demonstrating that such effects in the real financial markets take place indeed, are reviewed.
Źródło:: Acta Physica Polonica A; 2010, 117, 4; 637-639
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

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