Westphal, Rebecca; Sornette, Didier - 2019
We analyse the consequences of predicting and exploiting financial bubbles in an agent-based model, with a risky and a … their ability to diagnose financial bubbles from the endogenous price history to determine optimal entry and exit trading … inefficiencies and stabilise the market by arbitraging the bubbles. At larger proportions, DR tend to destabilise prices, as their …