Purpose In recent years, with the gradual differentiation of economic and financial cycles, it has been increasingly difficult for monetary policies to remain balanced in stabilizing both economy and finance. Taking the period of 1999-2017 as a sample, the purpose of this paper is to find...

We used the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U.S. equities sectors using the Wilshire 5000 Total Market index, the S&P 500 index, the S&P MidCap 400 index, and the Russell 2000 index. During the crash, all...

In this study, we adopted the Log-Periodic Power Law Singularity (LPPLS) model for real-time identification and monitoring of Bitcoin bubbles and crashes using different time scale data and proposed the modified Lagrange regularization method to alleviate the impact of potential LPPLS model...