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Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
Westphal, Rebecca; Sornette, Didier - In: Journal of economic behavior & organization : JEBO 171 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012287971
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On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza; Demos, Guilherme; Gupta, Rangan; … - In: Quantitative finance 19 (2019) 5, pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
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The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer; Wehrli, Alexander; Sornette, Didier - In: Quantitative finance 19 (2019) 7, pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
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Inefficiency and predictability in the Brexit Pound market : a natural experiment
Wu, Ke; Wheatley, Spencer; Sornette, Didier - In: The European journal of finance 27 (2021) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10012424943
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Decision trees unearth return sign predictability in the S&P 500
Fiévet, Lucas; Sornette, Didier - In: Quantitative finance 18 (2018) 11, pp. 1797-1814
Persistent link: https://www.econbiz.de/10012261997
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Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine; Westphal, Rebecca; Sornette, Didier - In: Journal of economic interaction and coordination 17 (2022) 4, pp. 947-992
Persistent link: https://www.econbiz.de/10013442169