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ArticleA stable and robust calibration scheme of the log-periodic power law model

Vladimir Filimonov2013

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Articlegreen2013

A stable and robust calibration scheme of the log-periodic power law model

Vladimir Filimonov · Didier Sornette

170 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Stock Market Forecasting Methods Statistical Mechanics and Entropy

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References

1979Manias, Panics, and Crashes: A History of Financial Crises 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems 2000CRASHES AS CRITICAL POINTS 2012Manias, panics and crashes: a history of financial crises 1999Predicting financial crashes using discrete scale invariance 2009The 2006–2008 oil bubble: Evidence of speculation, and prediction 2001Significance of log-periodic precursors to financial crashes 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles

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Details

Year2013

Typearticle

Published2013-04-19

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations170

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2013.04.012

openalex_workW2039947804

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2014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals

2020Real-time prediction of Bitcoin bubble crashes

2022Speculative bubbles and herding in cryptocurrencies