Early warning on stock market bubbles via methods of optimization, clustering and inverse problems

DOI10.1007/s10479-017-2496-1zbMath1381.90086OpenAlexW2608821842MaRDI QIDQ1703558

Cem Iyigun, Efsun Kürüm, Gerhard-Wilhelm Weber

Publication date: 2 March 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2496-1

zbMATH Keywords

optimizationRadon transformclusteringellipsoidfinancial bubblesearly-warning

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30)

Related Items (6)

On cooperative fuzzy bubbly games ⋮ Foundations of semialgebraic gene-environment networks ⋮ Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis ⋮ Cooperative games under bubbly uncertainty ⋮ Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach ⋮ Mildly explosive dynamics in U.S. fixed income markets

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• Financial Modelling with Jump Processes
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