预测导向的金融对数周期性变量和对股市发展的猜测，直到2010年
Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010
摘要：
讨论了金融对数周期现象，并阐述了放大其预测潜力的特征。最主要的一个是自相似性，它在所有的时间尺度上都服从。此外，相同的优选比例因子似乎在牛市和熊市阶段的所有这些尺度上提供了对市场动态的最一致的描述，并且对所有主要市场都是通用的。这些因素为理解过去的市场行为以及设计预测方案设置了非常理想和有用的约束。一个新的推测性的例子，一个更详细的S $&$ P500的发展，直到2010年。
英文摘要：
A phenomenon of the financial log-periodicity is discussed and the characteristics that amplify its predictive potential are elaborated. The principal one is self-similarity that obeys across all the time scales. Furthermore the same preferred scaling factor appears to provide the most consistent description of the market dynamics on all these scales both in the bull as well as in the bear market phases and is common to all the major markets. These ingredients set very desirable and useful constraints for understanding the past market behavior as well as in designing forecasting scenarios. One novel speculative example of a more detailed S$&$P500 development until 2010 is presented.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
