English

Discrete Scale Invariance and the "Second Black Monday"

Condensed Matter 2015-06-25 v1

Abstract

Evidence is offered for log-periodic (in time) fluctuations in the S&P 500 stock index during the three years prior to the October 27, 1997 "correction". These fluctuations were expected on the basis of a discretely scale invariant rupture phenomenology of stock market crashes proposed earlier.

Cite

@article{arxiv.cond-mat/9710324,
  title  = {Discrete Scale Invariance and the "Second Black Monday"},
  author = {James A. Feigenbaum and Peter G. O. Freund},
  journal= {arXiv preprint arXiv:cond-mat/9710324},
  year   = {2015}
}

Comments

LaTeX file, 4 pages, 2 figures

R2 v1 2026-07-22T12:00:27.104Z