224 citations · 231 across the 3 of their papers we have counts for
3 papers
An Earth Mover's Distance Based Graph Distance Metric For Financial Statements
Sander Noels, Benjamin Vandermarliere, Ken Bastiaensen +1
Quantifying the similarity between a group of companies has proven to be useful for several purposes, including company benchmarking, fraud detection, and searching for investment…
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette +3
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and stati…
The Chinese Equity Bubble: Ready to Burst
K. Bastiaensen, P. Cauwels, D. Sornette +2
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures…