TY  - INPR
ID  - cogprints4337
UR  - http://cogprints.org/4337/
A1  - Situngkir, Mr Hokky
A1  - Surya, Dr Yohanes
TI  - What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?
Y1  - 2005///
N2  - The paper revisits the investment simulation based on strategies exhibited by Generalized (m,2)-Zipf law to present an interesting characterization of the wildness in financial time series.  The investigations of dominant strategies on each specific time series shows that longer words dominant in larger time scale exhibit shorter dominant ones in smaller time scale and vice versa. Moreover, denoting the term wildness based on persistence over short term trend and memory represented by particular length of words, we can see how wild historical fluctuations over time series data coped with the Zipf strategies.
AV  - public
KW  - eneralized (m
KW  - 2)-Zipf law
KW  -  time series
KW  -  fluctuations
KW  -  investment
ER  -

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