LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES

DOI10.1142/S0219024917500388zbMath1396.91818OpenAlexW2744119447MaRDI QIDQ5367500

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Publication date: 13 October 2017

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024917500388

zbMATH Keywords

criticalityrenormalization groupfinancial bubblesdiscrete scale invariancelog-periodic power laws

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Renormalization group methods applied to problems in quantum field theory (81T17) Time-dependent Schrödinger equations and Dirac equations (35Q41)

Cites Work

• Unnamed Item
• Approximate solutions of functional equations
• DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
• CRASHES AS CRITICAL POINTS
• A statistical analysis of log-periodic precursors to financial crashes^*
• Prediction accuracy and sloppiness of log-periodic functions

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