Detecting market bubbles: a generalized LPPLS neural network model

DOI10.1016/J.ECONLET.2024.112003MaRDI QIDQ6665052zbMATH OpenFDO

Authors Juntao Ma, Chenchen Li

Publication date 16 January 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.112003

zbMATH Keywords

neural networkfine-tuningbubble detectionfitting methodologyLPPLS

Mathematics Subject Classification ID

Financial markets (91G15)

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Cites work

• Bubbles and Crashes
• CRASHES AS CRITICAL POINTS
• Kernel density estimation via diffusion
• Multilayer feedforward networks are universal approximators
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations

Cited in

(1)

• Detecting asset price bubbles using deep learning

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