forced brownian dynamics for stock market crash prediction

[gwonchan]

Hey Bro,

I love your works on git and want to share my ideas how to predict next market crash. When you add external term on the brownian dynamic equation like mxdotdot + cxdot + kx = f(x) and solve it, you will get similar pattern. you can do curve fitting and getting c,k and also m and getting market dynamic contents and use this eq to predict next crash.

Check my paper fig.3.2.

https://drive.google.com/file/d/14XCTCn6in6tEab8ZJSCww6ISkawmg5Zq/view?usp=sharing

Jason

[aaron1276]

I believe the wrong paper is attached.

On Aug 2, 2022, at 10:55 AM, gwonchan @.***> wrote:

 Hey Bro,

I love your works on git and want to share my ideas how to predict next market crash. When you add external term on the brownian dynamic equation like mxdotdot + cxdot + kx = f(x) and solve it, you will get similar pattern. you can do curve fitting and getting c,k and also m and getting market dynamic contents and use this eq to predict next crash.

Check my paper fig.3.2.

https://drive.google.com/file/d/14XCTCn6in6tEab8ZJSCww6ISkawmg5Zq/view?usp=sharing

Jason

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[je-suis-tm]

Lol bro, is that a bait to increase your H index? Seriously, give me a DOI and I will take a look.

[gwonchan]

Now I am more interested dow index lol. Let me find it and attach here soon!

[gwonchan]

https://github.com/gwonchan/thesis

[gwonchan]

they are matlab tho..hahahaha too oldy

[je-suis-tm]

Jason, I didn't study mechanical engineering so your paper is a bit difficult for me to comprehend. However, I do see the similarity between your figure and market crash and I am eager to find out more. What you propose is something similar to hooke's law. But I do not understand the notation of your brownian motion. Could you point me to the specific equation/paragraph in the paper that you refer to?

[gwonchan]

Thank you for your interest in this boring work! please check eq 3.1, 3.2. and there is matlab code in my github! actually I ignored mx dot dot term and expand cx dot term using euler method! but you can add the double dot term and using Runge-cutta etc to solve the ODE numerically!

[gwonchan]

One more! please check mechanochemistry field and you will get an idea what's going on this research topic! Also there are nobel prize winners like Martin Kaplus @ harvard!

[je-suis-tm]

Haha, I studied statistics, not sure I can comprehend mechanochemistry, but I will try!