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.ST2025
The Hype Index: an NLP-driven Measure of Market News Attention
Zheng Cao, Wanchaloem Wunkaew, Helyette Geman
This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extractin…