21 citations · 34 across the 7 of their papers we have counts for
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q-fin.CP2025
Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
Zheng Cao, Xingran Shao, Yuheng Yan +1
We propose a novel model, the Hyped Log-Periodic Power Law Model (HLPPL), to the problem of quantifying and detecting financial bubbles, an ever-fascinating one for academics and p…
q-fin.CP2024
A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
Zheng Cao, Helyette Geman
This article introduces a Hype-Adjusted Probability Measure in the context of a new Natural Language Processing (NLP) approach for stock return and volatility forecasting. A novel…