7 citations · 10 across the 5 of their papers we have counts for
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q-fin.ST2010
Prediction accuracy and sloppiness of log-periodic functions
David Brée, Damien Challet, Pier Paolo Peirano
We show that log-periodic power-law (LPPL) functions are intrinsically very hard to fit to time series. This comes from their sloppiness, the squared residuals depending very much…
q-fin.ST2010
Testing for financial crashes using the Log Periodic Power Law mode
David S. Bree, Nathan Lael Joseph
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined…