| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481491 | Physica A: Statistical Mechanics and its Applications | 2012 | 20 Pages |
Abstract
⺠Negative bubbles are in general predictably associated with large rebounds. ⺠The new model shows predictive power in identifying the time of market rebounds. ⺠Our results are obtained by a pattern recognition method combined with the JLS model. ⺠Error diagrams, Bayesian inference and trading strategies quantify the performance.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Wanfeng Yan, Ryan Woodard, Didier Sornette,