Forecasting Financial Crashes: Revisit to Log-Periodic Power Law.
Bingcun DaiFan ZhangDomenico TarziaKwangwon AhnPublished in: Complex. (2018)
Keyphrases
- power law
- foreign exchange
- short term
- exchange rate
- financial forecasting
- scale free
- stock market
- financial time series
- stock price
- small world
- financial data
- long range correlations
- long term
- decision making
- support vector regression
- power law distribution
- forecasting model
- learning curves
- risk management
- investment decisions
- pattern mining
- portfolio optimization
- degree distribution
- random walk