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Deep LPPLS : forecasting of temporal critical points in natural, engineering and financial systems

Nielsen, Joshua; Sornette, Didier; Raissi, Maziar - 2024

Persistent link: https://www.econbiz.de/10014543723

Forecast of Bitcoin – Can It Become a Major Currency or Is It Just Another Bubble?

Dinges, Christian - 2018

the behavior of the value of Bitcoins, forecast the Bitcoin value and compare it to the actual development …

Persistent link: https://www.econbiz.de/10014116834

Regime-basierte Modellansätze zur Identifikation periodisch platzender Vermögenspreisblasen

Anaswah, Nael al- - 2007

Persistent link: https://www.econbiz.de/10013432024

Return predictability in laboratory asset markets

Cheng, Zhongming; Lin, Shengle - In: The journal of behavioral finance : a publication of … 23 (2022) 4, pp. 457-465

Persistent link: https://www.econbiz.de/10013483120

Dragon-kings: Mechanisms, statistical methods and empirical evidence

Sornette, Didier; Ouillon, Guy - Department of Management, Technology and Economics …

This introductory article presents the special Discussion and Debate volume 'From black swans to dragon-kings, is there life beyond power laws?'. We summarize and put in perspective the contributions into three main themes: (i) mechanisms for dragon-kings, (ii) detection of dragon-kings and...

Persistent link: https://www.econbiz.de/10011161412

Regime-basierte Modellansätze zur Identifikation periodisch platzender Vermögenspreisblasen

Anaswah, Nael al- - 2007

Persistent link: https://www.econbiz.de/10004896736

Beyond mechanical markets : asset price swings, risk, and the role of the state

Frydman, Roman; Goldberg, Michael D. - 2011

Persistent link: https://www.econbiz.de/10008938236

Beyond Mechanical Markets : Asset Price Swings, Risk, and the Role of the State

Goldberg, Michael D.; Frydman, Roman - 2011

Main description: In the wake of the global financial crisis that began in 2007, faith in the rationality of markets has lost ground to a new faith in their irrationality. The problem, Roman Frydman and Michael Goldberg argue, is that both the rational and behavioral theories of the market rest...

Persistent link: https://www.econbiz.de/10014488008

AN LPPL ALGORITHM FOR ESTIMATING THE CRITICAL TIME OF A STOCK MARKET BUBBLE

Pele, Daniel T. - In: Journal of Social and Economic Statistics 1 (2012) 2, pp. 14-22

LPPL models have been widely used to describe the behaviour of stock prices during an endogenous bubble and to predict …

Persistent link: https://www.econbiz.de/10010929588

Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis

Fantazzini, Dean - In: Economics Bulletin 31 (2011) 4, pp. 3259-3267

The ex-ante forecast of the SP500 index discussed in Fantazzini (2010a), covering the time sample 14/04/2009 - 09 … the SP500 index trailed the forecasted values quite well, moving inside the forecast confidence bands for over a year …/08/2010, the stock market index never returned inside the forecast confidence bands. Additional evidence is then provided to show …

Persistent link: https://www.econbiz.de/10011278827