Financial bubble prediction has been a significant area of interest in empirical finance, garnering substantial attention in the literature. This study aims to detect and forecast financial bubbles in the Vietnamese stock market from 2001 to 2021. The PSY procedure, which involves a right-tailed...

In this study, we compare the performance of stochastic processes, namely, the Vasicek, Cox-Ingersoll-Ross (CIR), and geometric Brownian motion (GBM) models, with that of machine learning algorithms, such as Random Forest, Support Vector Machine (SVM), and k-Nearest Neighbors (KNN), for...