3 citations · 3 across the 2 of their papers we have counts for
5 papers
The 'COVID' Crash of the 2020 U.S. Stock Market
Min Shu, Ruiqiang Song, Wei Zhu
We employed the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U.S. equities sectors with different levels…
The 2020 Global Stock Market Crash: Endogenous or Exogenous?
Ruiqiang Song, Min Shu, Wei Zhu
Starting on February 20, 2020, the global stock markets began to suffer the worst decline since the Great Recession in 2008, and the COVID-19 has been widely blamed on the stock ma…
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…
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…
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…