Financial bubbles are subject to debate and controversy. However, they are not well understood and are hardly ever … specific traces, bubbles may be recognised in advance: that is, before they burst. In this paper, we will explain the mechanism … behind financial bubbles in an intuitive way. We will show how the log-periodic power law emerges spontaneously from the …

-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the …\textsuperscript{TM} and Trust\textsuperscript{TM} indicators that enrich considerably the diagnostic of bubbles. Using extensive synthetic … signals, a detailed analysis of the "S\&P 500 1987" bubble and the application to 16 historical bubbles, we show that the …

) model of endogenous asset price bubbles to monitor crash risk. The model is calibrated to 15 years market history for five …