Bubbles, shocks and elementary technical trading strategies

DOI10.1140/EPJB/E2013-40587-YzbMath1515.91165OpenAlexW2097587419MaRDI QIDQ6176847

John L. Fry

Publication date: 26 July 2023

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/47052/1/MPRA_paper_47052.pdf

zbMATH Keywords

statistical and nonlinear physics

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

Related Items (4)

Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example ⋮ Multivariate bubbles and antibubbles ⋮ Coherent transport over an explosive percolation lattice ⋮ Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generation-by-generation dissection of the response function in long memory epidemic processes
• Endogenous versus exogenous shocks in systems with memory
• Log-periodic self-similarity: an emerging financial law?
• WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION
• A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
• Intelligent finance—an emerging direction
• CRASHES AS CRITICAL POINTS
• Detecting log-periodicity in a regime-switching model of stock returns
• A statistical analysis of log-periodic precursors to financial crashes^*
• More on a statistical analysis of log-periodic precursors to financial crashes
• Financial Modelling with Jump Processes
• Theory of Financial Risk and Derivative Pricing
• Option pricing when underlying stock returns are discontinuous
• A Bayesian analysis of log-periodic precursors to financial crashes
• Prediction accuracy and sloppiness of log-periodic functions

This page was built for publication: Bubbles, shocks and elementary technical trading strategies