Showing 1 - 4 of 4
In response to the financial crisis, a plethora of new research appeared which attempted to understand, incorporate, and delineate the most significant changes observed in the market. Editors Massimo Morini and Marco Bianchetti have both experienced first-hand how market patterns and...
Persistent link: https://www.econbiz.de/10012912380
Persistent link: https://www.econbiz.de/10013553126
Persistent link: https://www.econbiz.de/10011456956
We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation includes an enhanced model calibration using Genetic Algorithms. We selected a few historical financial series...
Persistent link: https://www.econbiz.de/10012935982