221 citations · 1.8k across the 25 of their papers we have counts for
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q-fin.GN2009
Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times
Li Lin, Didier Sornette
We propose two rational expectation models of transient financial bubbles with heterogeneous arbitrageurs and positive feedbacks leading to self-reinforcing transient stochastic fa…
q-fin.GN2008
Anomalous Returns in a Neural Network Equity-Ranking Predictor
J. B. Satinover, D. Sornette
Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next…