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Predicting financial market crashes using ghost singularities
We analyse the behaviour of a non-linear model of coupled stock and bond prices exhibiting periodically collapsing bubbles. By using the formalism of dynamical system theory, we explain what drives the bubbles and how foreshocks or aftershocks are generated. A dynamical phase space representation of...
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| Veröffentlicht in: | PLoS One |
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| Hauptverfasser: | , , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Public Library of Science
2018
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5875899/ https://ncbi.nlm.nih.gov/pubmed/29596485 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0195265 |
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