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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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Dades bibliogràfiques
Publicat a:PLoS One
Autors principals: Smug, Damian, Ashwin, Peter, Sornette, Didier
Format: Artigo
Idioma:Inglês
Publicat: Public Library of Science 2018
Matèries:
Accés en línia: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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