81 citations · 153 across the 6 of their papers we have counts for
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q-fin.ST2019★ 81 cited
Real-time Prediction of Bitcoin Bubble Crashes
Min Shu, Wei Zhu
In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unp…
q-fin.ST2019★ 37 cited
Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator
Min Shu, Wei Zhu
We present an advance bubble detection methodology based on the Log Periodic Power Law Singularity (LPPLS) confidence indicator for the early causal identification of positive and…
q-fin.ST2019★ 3 cited
Diagnosis and Prediction of the 2015 Chinese Stock Market Bubble
Min Shu, Wei Zhu
In this study, we perform a novel analysis of the 2015 financial bubble in the Chinese stock market by calibrating the Log Periodic Power Law Singularity (LPPLS) model to two impor…