Comparing nested data sets and objectively determining financial bubbles' inceptions
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Publication:2159130
DOI10.1016/J.PHYSA.2019.04.050OpenAlexW2940920749WikidataQ127970905 ScholiaQ127970905MaRDI QIDQ2159130FDOQ2159130
Authors: G. Demos, D. Sornette 
Publication date: 26 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.050
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cost functionoptimisationtime serieschange-point detectiongoodness-of-fitnumerical simulationfinancial bubblessub-sample selection
Cites Work
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- A new look at the statistical model identification
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- CRASHES AS CRITICAL POINTS
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
- Significance of log-periodic precursors to financial crashes
- A stable and robust calibration scheme of the log-periodic power law model
- Prediction accuracy and sloppiness of log-periodic functions
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Cited In (3)
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