Show/Hide Menu
Hide/Show Apps
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Guides
Guides
Thesis submission
Thesis submission
MS without thesis term project submission
MS without thesis term project submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Supporting Information
Supporting Information
General Information
General Information
Copyright, Embargo and License
Copyright, Embargo and License
Contact us
Contact us
Stock mechanics: predicting recession in S&P500, DJIA and NASDAQ
Date
2006-03-01
Author
Tuncay, Çağlar
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
154
views
0
downloads
Cite This
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
Journal
CENTRAL EUROPEAN JOURNAL OF PHYSICS
DOI
https://doi.org/10.1007/s11534-005-0006-6
Collections
Department of Physics, Article
Suggestions
OpenMETU
Core
Stock mechanics: A general theory and method of energy conservation with applications on DJIA
Tuncay, Çağlar (World Scientific Pub Co Pte Lt, 2006-11-01)
A new method, based on the original theory of conservation of sum of kinetic and potential energy defined for prices is proposed and applied on the Dow Jones Industrials Average (DJIA). The general trends averaged over months or years gave a roughly conserved total energy, with three different potential energies, i.e., positive definite quadratic, negative definite quadratic and linear potential energy for exponential rises (and falls), sinusoidal oscillations and parabolic trajectories, respectively. Corre...
Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique
Cekic, A. I.; Uğur, Ömür (2014-03-15)
In this paper we derive closed form pricing formulae for the constant proportion debt obligation (CPDO) by using the Laplace transform technique. First, we present the pricing equation as a combination of a pricing problem (conditional expectation) and a static part that depends only on time. Then, we indicate that the pricing problem is in fact a pricing of a barrier option written on the shortfall. Hence, we derive explicit solutions of such barrier option problems when the shortfall follows either a diff...
Energetics of arsenic terminated GaAs(001) surfaces
Erkoç, Şakir; Kokten, H (2000-09-01)
We have investigated systematically the energetics of arsenic terminated GaAs(001) surfaces, Available surface models proposed in the literature have been considered, and relaxation and surface energies of each model have been calculated using an empirical many-body potential energy function comprising two and three-body atomic interactions.
Approximate Solutions of Dirac Equation with Hyperbolic-Type Potential
Arda, Altug; Sever, Ramazan (2015-09-01)
The energy eigenvalues of a Dirac particle for the hyperbolic-type potential field have been computed approximately. It is obtained a transcendental function of energy, F(E), by writing in terms of confluent Heun functions. The numerical values of energy are then obtained by fixing the zeros on "E-axis" for both complex functions Re[F(E)] and Im[F(E)].
Base stock policies for production/inventory problems with uncertain capacity levels
Gullu, R (1998-02-16)
In this paper we consider a single item, stochastic demand production/inventory problem where the maximum amount that can be produced (or ordered) in any given period is assumed to be uncertain. Inventory levels are reviewed periodically. The system operates under a stationary modified base stock policy. The intent of our paper is to present a procedure for computing the optimal base stock level of this policy under expected average cost per period criterion. This procedure would provide guidance as to the ...
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
Ç. Tuncay, “Stock mechanics: predicting recession in S&P500, DJIA and NASDAQ,”
CENTRAL EUROPEAN JOURNAL OF PHYSICS
, pp. 58–72, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/45875.