Article ID Journal Published Year Pages File Type
10480596 Physica A: Statistical Mechanics and its Applications 2013 7 Pages PDF
Abstract
► We report an innovative algorithm for detecting a crisis in a time series in real time. ► The algorithm gives robust results for well documented financial crises such as those of 1929 and 1987. ► The method treats stochastic fluctuations by analogy with statistical mechanics formalisms. ► We report unexpected results for financial data from 2011.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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