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What is Scaling Laws in Market and Earthquake Data about?
- Scaling laws exist in the return intervals of stock market data, currency exchange series, and earthquake data, as demonstrated by their collapsing to a single scaling function. - There is a strong memory effect present in these systems, shown through the conditional probability of future return intervals depending on past intervals. - The scaling and memory observed are very similar between economic data and earthquake data, suggesting their underlying origins may be related to long-term correlations i
- Author
- Yakup Sen
- Language
- EN