Stock mechanics: predicting recession in S&P500, DJIA and NASDAQ

Date

2006-03-01

Author

Tuncay, Çağlar

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Proposed in this paper is an original method assuming potential and kinetic energies for prices and for the conservation of their sum that has been developed for forecasting exchanges. Connections with a power law are shown. Semiempirical applications on the S&P500, DJIA, and NASDAQ predict a forthcoming recession in them. An emerging market, the Istanbul Stock Exchange index ISE-100 is found harboring a potential to continue to rise. (C) Central European Science Journals Warsaw and Springer-Verlag Berlin Heidelberg. All rights reserved.

Subject Keywords

Potential and kinetic energy, Equations of motion, Power law, Oscillations, Crashes, Portfolio growths

URI

https://hdl.handle.net/11511/45875

Collections

Department of Physics, Article