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摘要翻译：
本文假设价格图可以根据经验分解为随机和非随机两种成分。非随机分量是一条几何线，可以看作是一个时期内价格（趋势）的近似规律性行为。因此，随机分量以各种振幅围绕非随机分量波动。而且，一个时代的趋势在另一个时代的形状可能是不同的。进一步假设可以找到几种趋势与价格下一个运动方向之间的各种关系的统计证据。这些假设在DJIA（Dow）的历史数据上进行了检验，并得到了证实。此外，统计结果表明，道琼斯指数在过去一段时间内所出现的一些趋势可以用来预测该指数的近期走势。因此，预测了DJIA的衰退即将到来，这可能预示着一场世界性的经济危机。
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英文标题：
《Analysis of the trends in the index of the Dow Jones Industrial Average
(DJIA) of the New York Stock Exchange (NYSE)》
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作者：
Caglar Tuncay
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最新提交年份：
2011
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
It is hypothesized that price charts can be empirically decomposed into two components as random and non random. The non random component, which can be treated as approximately regular behavior of the prices (trend) in an epoch, is a geometric line. Thus, the random component fluctuates around the non random component with various amplitudes. Moreover, the shape of a trend in an epoch may be different in another epoch. It is further hypothesized that statistical evidence can be found for various relations between several types of trends and the direction of the next movements of the prices. These hypotheses are tested on the historical data of the DJIA (Dow) and confirmed. Moreover, it is statistically showed that a number of trends that have occurred in the near past course of the Dow can be utilized to presage the near future of the index. As a result, upcoming of a recession in the DJIA, which may portend a worldwide economic crisis, is predicted.
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PDF链接：
https://arxiv.org/pdf/1109.4372
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