Forecasting Financial Crashes: Revisit to Log-Periodic Power Law
We aim to provide an algorithm to predict the distribution of the critical times of financial bubbles employing a log-periodic power law. Our approach consists of a constrained genetic algorithm and an improved price gyration method, which generates an initial population of parameters using historic...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2018-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2018/4237471 |