Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Can One Make Any Crash Prediction in Finance Using the Local Hurst
  Exponent Idea?   We apply the Hurst exponent idea for investigation of DJIA index time-series
data. The behavior of the local Hurst exponent prior to drastic changes in
financial series signal is analyzed. The optimal length of the time-window over
which this exponent can be calculated in order to make some meaningful
predictions is discussed. Our prediction hypothesis is verified with examples
of '29 and '87 crashes, as well as with more recent phenomena in stock market
from the period 1995-2003.Some interesting agreements are found.

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The categories of this paper are: patt-sol
3
The categories of this paper are: physics
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
22
The categories of this paper are: chao-dyn
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
37
The categories of this paper are: supr-con
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
2
The categories of this paper are: math
15
The categories of this paper are: nucl-ex