Market Crashes and Time-Translation Invariance

The general framework for quantitative technical analysis of market prices is revisited and extended. The concept of a global time-translation invariance and its spontaneous violation and restoration is introduced and discussed. We find that different temporal patterns leading to some famous crashes...

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Bibliographic Details
Main Author: Simon Gluzman
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:FinTech
Subjects:
Online Access:https://www.mdpi.com/2674-1032/2/2/14