A Multi-Level Lorentzian Analysis of the Basic Structures of the Daily DJIA
Frank W. K. Firk
TL;DR
This paper applies a multi-level Lorentzian fitting approach to analyze the fundamental structures of daily DJIA data, revealing statistical properties of the underlying states and advancing a previously introduced method.
Contribution
It introduces a multi-level Lorentzian analysis method for DJIA data, providing detailed insights into its basic components and their statistical behaviors.
Findings
Identification of Lorentzian states in DJIA data
Statistical characterization of these states
Advancement of the Lorentzian analysis method
Abstract
A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of the states are discussed. This is a practical development of the general method introduced in arXiv:1203.6021.
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Taxonomy
TopicsAtomic and Subatomic Physics Research · Radioactive Decay and Measurement Techniques · Particle physics theoretical and experimental studies