Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
Fuente:
arXiv
Saved in:
| Main Authors: | Cao, Zheng, Shao, Xingran, Yan, Yuheng, Geman, Helyette |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Hype Index: an NLP-driven Measure of Market News Attention
by: Cao, Zheng, et al.
Published: (2025)
by: Cao, Zheng, et al.
Published: (2025)
A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
by: Cao, Zheng, et al.
Published: (2024)
by: Cao, Zheng, et al.
Published: (2024)
Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, et al.
Published: (2025)
Option pricing model under the G-expectation framework
by: Pei, Ziting, et al.
Published: (2026)
by: Pei, Ziting, et al.
Published: (2026)
Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
by: Luo, Fusheng, et al.
Published: (2026)
by: Luo, Fusheng, et al.
Published: (2026)
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
by: Handal, Rushikesh, et al.
Published: (2024)
by: Handal, Rushikesh, et al.
Published: (2024)
Designing On-Chain Options: Amortizing Perpetual Options
by: Bichuch, Maxim, et al.
Published: (2026)
by: Bichuch, Maxim, et al.
Published: (2026)
Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk
by: Gupte, Sumedh, et al.
Published: (2025)
by: Gupte, Sumedh, et al.
Published: (2025)
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by: Žignić, Lucija, et al.
Published: (2024)
by: Žignić, Lucija, et al.
Published: (2024)
Optimal Clearing Payments in a Financial Contagion Model
by: Calafiore, Giuseppe, et al.
Published: (2021)
by: Calafiore, Giuseppe, et al.
Published: (2021)
Quantum Computing for Multi Period Asset Allocation
by: Sun, Queenie, et al.
Published: (2024)
by: Sun, Queenie, et al.
Published: (2024)
Default Resilience and Worst-Case Effects in Financial Networks
by: Calafiore, Giuseppe, et al.
Published: (2024)
by: Calafiore, Giuseppe, et al.
Published: (2024)
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)
by: Fan, Tianyu, et al.
Published: (2025)
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025)
by: Di Wang, Albert, et al.
Published: (2025)
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)
by: Gregnanin, Marco, et al.
Published: (2026)
UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by: Yang, Yuzhe, et al.
Published: (2024)
by: Yang, Yuzhe, et al.
Published: (2024)
Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by: Huang, Jimin, et al.
Published: (2024)
by: Huang, Jimin, et al.
Published: (2024)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)
by: Cao, Bokai, et al.
Published: (2025)
All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by: Jiang, Yuechen, et al.
Published: (2026)
by: Jiang, Yuechen, et al.
Published: (2026)
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)
by: Du, Yimin, et al.
Published: (2025)
Clearing Payments in Dynamic Financial Networks
by: Calafiore, Giuseppe C., et al.
Published: (2022)
by: Calafiore, Giuseppe C., et al.
Published: (2022)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)
by: Li, Haohang, et al.
Published: (2024)
Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
by: Pathan, Arif
Published: (2025)
by: Pathan, Arif
Published: (2025)
Decentralized Token Economy Theory (DeTEcT)
by: Sadykhov, Rem, et al.
Published: (2023)
by: Sadykhov, Rem, et al.
Published: (2023)
DeTEcT: Dynamic and Probabilistic Parameters Extension
by: Sadykhov, Rem, et al.
Published: (2024)
by: Sadykhov, Rem, et al.
Published: (2024)
Impacts of Economic Policies on Wealth Distribution in Token Economies
by: Sadykhov, Rem, et al.
Published: (2026)
by: Sadykhov, Rem, et al.
Published: (2026)
Multimodal Financial Foundation Models (MFFMs): Progress, Prospects, and Challenges
by: Yanglet, Xiao-Yang Liu, et al.
Published: (2025)
by: Yanglet, Xiao-Yang Liu, et al.
Published: (2025)
Evaluation and Benchmarking Suite for Financial Large Language Models and Agents
by: Lin, Shengyuan, et al.
Published: (2026)
by: Lin, Shengyuan, et al.
Published: (2026)
Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
by: Du, Huaming, et al.
Published: (2025)
by: Du, Huaming, et al.
Published: (2025)
HypeR Adaptivity: Joint $hr$-Adaptive Meshing via Hypergraph Multi-Agent Deep Reinforcement Learning
by: Grillo, Niccolò, et al.
Published: (2025)
by: Grillo, Niccolò, et al.
Published: (2025)
Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)
by: Wang, Mengyu, et al.
Published: (2024)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)
by: Zhang, Wenxuan, et al.
Published: (2026)
Chain-of-Alpha: Unleashing the Power of Large Language Models for Alpha Mining in Quantitative Trading
by: Cao, Lang
Published: (2025)
by: Cao, Lang
Published: (2025)
Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by: Das, Arijit, et al.
Published: (2024)
by: Das, Arijit, et al.
Published: (2024)
Enhancing Financial Decision-Making: Machine Learning and AI-Powered Predictions and Analysis
by: Patil, Vishal, et al.
Published: (2025)
by: Patil, Vishal, et al.
Published: (2025)
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
by: Cao, Yupeng, et al.
Published: (2024)
by: Cao, Yupeng, et al.
Published: (2024)
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024)
by: Zafeiriou, Theodoros, et al.
Published: (2024)
MFMDQwen: Multilingual Financial Misinformation Detection Based on Large Language Model
by: Liu, Zhiwei, et al.
Published: (2026)
by: Liu, Zhiwei, et al.
Published: (2026)
Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
by: Zhu, Zhuohang, et al.
Published: (2025)
by: Zhu, Zhuohang, et al.
Published: (2025)
Similar Items
-
The Hype Index: an NLP-driven Measure of Market News Attention
by: Cao, Zheng, et al.
Published: (2025) -
A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
by: Cao, Zheng, et al.
Published: (2024) -
Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by: Li, Jingyuan, et al.
Published: (2025) -
Option pricing model under the G-expectation framework
by: Pei, Ziting, et al.
Published: (2026) -
Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
by: Luo, Fusheng, et al.
Published: (2026)