Detecting market bubbles: a generalized LPPLS neural network model

DOI10.1016/J.ECONLET.2024.112003MaRDI QIDQ6665052

Chenchen Li, Juntao Ma

Publication date: 16 January 2025

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

neural networkfine-tuningbubble detectionfitting methodologyLPPLS

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Kernel density estimation via diffusion
• Multilayer feedforward networks are universal approximators
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• CRASHES AS CRITICAL POINTS
• Bubbles and Crashes

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