Comparing nested data sets and objectively determining financial bubbles' inceptions

DOI10.1016/j.physa.2019.04.050OpenAlexW2940920749WikidataQ127970905 ScholiaQ127970905MaRDI QIDQ2159130

G. Demos, Didier 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

zbMATH Keywords

time seriescost functionnumerical simulationgoodness-of-fitoptimisationchange-point detectionfinancial bubblessub-sample selection

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites Work

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