The Skinny on Quantitative Finance - February 26, 2021 - More on LPPL Models
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English - February 26, 2021 15:47 - 25 minutes - 23.4 MB Video - ★★★★★ - 173 ratingsInvesting Business Education How To Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Fast Market - February 26, 2021 - GOGO, Gold, and More
Last week we discussed power laws and introduced the log-periodic power law (LPPL) for financial bubbles. Today Tom, Tony and Julia are going to discuss the LPPL model in more detail and the types of indicators that can be created from it. These statistics, as well as information about related research, are available through the Financial Crisis Observatory at ETH Zurich.FCO Reference links: https://er.ethz.ch/financial-crisis-observatory.html, http://tasmania.ethz.ch/pubfco/fco.html Masters Thesis Reference link: https://ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master%20thesis/Master_Thesis_Nhat%20Quang_Pham%20Huu.pdf