--- abstract: '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.' altloc: [] chapter: ~ commentary: ~ commref: ~ confdates: ~ conference: ~ confloc: ~ contact_email: ~ creators_id: [] creators_name: - family: Situngkir given: Hokky honourific: Mr lineage: '' - family: Surya given: Yohanes honourific: Dr lineage: '' date: 2005 date_type: published datestamp: 2005-05-02 department: Dept. Computational Sociology dir: disk0/00/00/43/37 edit_lock_since: ~ edit_lock_until: ~ edit_lock_user: ~ editors_id: [] editors_name: [] eprint_status: archive eprintid: 4337 fileinfo: /style/images/fileicons/application_pdf.png;/4337/1/zipf2.pdf full_text_status: public importid: ~ institution: Bandung Fe Institute isbn: ~ ispublished: inpress issn: ~ item_issues_comment: [] item_issues_count: 0 item_issues_description: [] item_issues_id: [] item_issues_reported_by: [] item_issues_resolved_by: [] item_issues_status: [] item_issues_timestamp: [] item_issues_type: [] keywords: 'eneralized (m,2)-Zipf law, time series, fluctuations, investment' lastmod: 2011-03-11 08:56:03 latitude: ~ longitude: ~ metadata_visibility: show note: ~ number: ~ pagerange: ~ pubdom: TRUE publication: ~ publisher: ~ refereed: TRUE referencetext: |- Ausloos, M., and Bronlet, Ph. (2002). "Strategy for Investment from Zipf Law(s)". Physica A 324:30-7. Ausloos, M., and Ivanova, K. (1999). "Precise (m,k)-Zipf diagram analysis of mathematical and financial time series when m = 6, k=2". Physica A 270:526-542 Baxter, M., and Andrew, R. (1997). Financial Calculus: An Introduction to Derivative Pricing. Cambridge UP. Bronlet, Ph., and Ausloos, M. (2004). Generalized (m,k)-Zipf Law for Fractional Brownian motion-like Time Series with or without Effect of an additional linear trend. Pre-print:arxiv:cond-mat/0209306 Gammel, B. M. (1998). "Hurst's rescaled range statistical analysis for pseudorandom number generators used in physical simulations". Physical Review E 58(2):2586-97. Situngkir, H., and Surya, Y., (2004). Agent-Based Model Construction in Financial Economic System. Working Paper WPA2004. Bandung Fe Institute. Pre-print: arxiv:nlin.AO/0403041. Situngkir, H., and Surya, Y. (2005), Simulasi Investasi dengan Hukum Pangkat Zipf: Analisis Zipf-(m,2) dalam Teks Data Indeks Keuangan. Working Paper WPC2005. Bandung Fe Institute. Vanderwalle, N., Brisbois, F., and Lefebvre, P.H. (2000). "Managing Both Sign and Size of Fluctuations within the n-Zipf Framework". International Journal of Theoretical and Applied Finance 3(3):409-414. relation_type: [] relation_uri: [] reportno: Working Paper WPE2005 rev_number: 12 series: ~ source: ~ status_changed: 2007-09-12 16:58:31 subjects: - comp-sci-stat-model - comp-sci-complex-theory - economics succeeds: ~ suggestions: ~ sword_depositor: ~ sword_slug: ~ thesistype: ~ title: 'What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?' type: techreport userid: 4745 volume: ~