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Stock mechanics: theory of conservation of total energy and predictions of coming short-term fluctuations of Dow Jones Industrials Average (DJIA)

  • Caglar Tuncay
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    Predicting absolute magnitude of fluctuations of price, even if their sign remains unknown, is important for risk analysis and for option prices. In the present work, we display our predictions about absolute magnitude of daily fluctuations of the Dow Jones Industrials Average (DJIA), utilizing the original theory of conservation of total energy, for the coming 500 days.

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    File URL: http://arxiv.org/pdf/physics/0602055
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    Paper provided by arXiv.org in its series Papers with number physics/0602055.

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    Date of creation: Feb 2006
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    Handle: RePEc:arx:papers:physics/0602055
    Contact details of provider: Web page: http://arxiv.org/

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    1. Jean-Philippe Bouchaud & Rama Cont, 1998. "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive 500027, Science & Finance, Capital Fund Management.
    2. J-P. Bouchaud, 2001. "Power laws in economics and finance: some ideas from physics," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 105-112.
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