Stock mechanics: predicting recession in S&P500, DJIA, and NASDAQ
Physics and Society
2009-11-11 v1 Statistical Finance
Abstract
An original method, assuming potential and kinetic energy for prices and conservation of their sum is developed for forecasting exchanges. Connections with power law are shown. Semiempirical applications on S&P500, DJIA, and NASDAQ predict a coming recession in them. An emerging market, Istanbul Stock Exchange index ISE-100 is found involving a potential to continue to rise.
Cite
@article{arxiv.physics/0506098,
title = {Stock mechanics: predicting recession in S&P500, DJIA, and NASDAQ},
author = {Caglar Tuncay},
journal= {arXiv preprint arXiv:physics/0506098},
year = {2009}
}
Comments
14 pages, 4 figures