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arXiv:0911.0454q-fin.ST

The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations

Didier Sornette, Ryan Woodard, Maxim Fedorovsky, Stefan Reimann, Hilary Woodard, Wei-Xing Zhou

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Abstract

On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experiment, we add a diagnostic of a new bubble developing on a fourth asset.

arXiv comments
20100514: Added final analysis and summary, including names of assets.
Journal reference
DOI
Subjects
q-fin.STStatistical Finance

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  1. Cryptographically Certified Hypothesis Testing [pdf] 1 comment

    • Complexity systems researcher, Didier Sornette, did something similar in 2009 for [The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations](0): • ...We do not make this document public. Instead, we make its digital fingerprint public. We…

      mitchtbaumView on HNParent context

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