Detects negative oil bubble and positive USD bubble in 2014-2016.
problem Detecting market bubbles in oil and USD.
method Log-Periodic Power Law (LPPL) methodology with .
result Strong anti-correlation between oil price and USD.
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48 results for “negative bubble”
We introduce the concept of "negative bubbles" as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with a hazard rate de…
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 statistical physics of bifurcations and phase transitions, the log-periodic power law (LPPL) model has been developed as a flexible tool to detec…
Study detects Chinese stock market bubbles using LPPLS confidence indicator.
problem Early detection of stock market bubbles in China.
method LPPLS confidence indicator applied to CSI 300 index data.
result LPPLS detects positive and negative bubbles with high accuracy.
Soap bubbles and isoperimetric regions in the product of a closed manifold with Euclidean spacemath.DG
For any closed Riemannian manifold we prove that large isoperimetric regions in are of the form (Euclidean ball). We prove that if has non-negative Ricci curvature then the only soap bubbles enclosing a large volume are the products (Euclidean sphere). We give an example…
Forecast predicts Brent oil price will bottom out in March-May 2016.
problem Predicting the end of negative oil price fluctuations.
method Log-periodical dynamics analysis of Brent oil price data.
result Negative oil price bubble is expected to burst in March-May 2016.
Study predicts NFT bubbles using LPPL model.
problem Tackles bubble prediction of NFTs.
method Applied logarithmic periodic power law (LPPL) model to NFT price data.
result NFTs, Decentraland, and ArtBlocks are in bubbles, while Ethereum Name Service is in a negative bubble.
TDA detects financial bubbles through early warning signals.
problem Detecting financial bubbles early.
method Using Log-Periodic Power Law Singularity (LPPLS) model to fit financial time series data.
result TDA generates early warning signals when LPPLS model fits the data.
Following our previous investigation of the USA Standard and Poor index anti-bubble that started in August 2000, we analyze thirty eight world stock market indices and identify 21 anti-bubble. An ``anti-bubble'' is defined as a self-fulfilling decreasing price created by positive price-to-price feedbacks feeding overal…
The study proves manifold properties related to positive scalar curvature.
problem Proving the non-existence of metrics with positive scalar curvature on certain manifolds.
method Use of generalized soap bubbles and prescribed-mean-curvature functionals.
result Proves non-existence of metrics with positive scalar curvature on specific manifolds.
A new model detects financial bubbles with high accuracy.
problem Quantifying and detecting financial bubbles.
method Hyped Log-Periodic Power Law Model (HLPPL) with sentiment scores and hype index.
result Achieved an average annualized return of 34.13% during backtesting.
Study detects endogenous bubbles in meme stocks using CI.
problem Detecting endogenous bubbles in meme stocks.
method Used Log-Periodic Power Law (LPPL) Confidence Indicator (CI).
result CI detected numerous bubbles in meme stocks but struggled with predicting exogenous rallies.
New proof linking scalar curvature to volume growth on 3-manifolds.
problem Relating scalar curvature to volume growth on 3-manifolds.
method Theory of μ-bubbles and almost splitting theorem.
result New proof of recent result by Munteanu--Wang.
Establish optimal Lipschitz lower bounds for functions on manifolds with negative curvature, revealing interplay between width, boundary area, and topology.
problem Width estimates and rigidity of manifolds with negative curvature
method Gromov's μ-bubble method
result Sharp lower bound for boundary area in hyperbolic bands
Agent-based model simulates speculative electronic market with price bubbles.
problem Understanding speculative behavior and price bubbles in electronic markets.
method Agent-based model with two types of traders: mean reverting and speculative.
result Speculative traders lead to increased volatility and price deviations from fundamental value.
The paper studies vector bundles over surfaces, focusing on singularity formation.
problem Understanding singularity formation in rank two holomorphic vector bundles over surfaces.
method Defining fertile families bearing bubbles and using elementary modifications to prove their existence.
result Existence of fertile families bearing bubbles for certain types of vector bundles.
Proves effective linear volume growth for 3-manifolds with positive scalar curvature.
problem Volume growth of three-manifolds with positive scalar curvature.
method Utilizes the technique of μ-bubbles and almost-splitting theorem.
result Proves effective linear volume growth for 3-manifolds with non-negative Ricci curvature and uniformly positive scalar curvature.
Study proves rigidity of minimal hypersurfaces in specific manifolds.
problem Proving rigidity of complete free boundary minimal hypersurfaces.
method Warped -bubble method, generalizing capillary surfaces.
result No complete two-sided stable free boundary immersions in unit ball of .
We define a financial bubble as a period of unsustainable growth, when the price of an asset increases ever more quickly, in a series of accelerating phases of corrections and rebounds. More technically, during a bubble phase, the price follows a faster-than-exponential power law growth process, often accompanied by lo…
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 statistical physics of bifurcations and phase transitions, the log-periodic power law model has been developed as a flexible tool to detect bubbl…
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, identifying and forecasting crashes and rebounds in financial markets. The Johansen-Ledoit-Sornette (JLS) model provides an operational framew…
Standard bubbles and partitions are stable in various model spaces.
problem Stability of standard bubbles and partitions in different model spaces.
method New conjugated Brascamp-Lieb inequality and conformally flattening boundary potential.
result Stability of standard bubbles and partitions in , , and .
In this paper we will prove that for a compact, symplectic manifold and for -compatible almost-complex structure J any properly perturbed J-holomorphic curve has a non-negative symplectic area. This non-negative property provides us with a new obstruction to the bubbling off phenomenon and thus allows us to…
Unified model connects rational and local martingale bubbles to equity risk premium.
problem Connecting two types of financial bubbles and their impact on risk premium.
method Developed a unified modeling framework that includes rational and local martingale bubbles and relates them to equity risk premium.
result Local martingale bubble model includes rational bubble as a special case and relates both to equity risk premium.
Characterizes critical points in convex double and triple bubbles.
problem Critical points of double and triple bubbles in convex shapes.
method Characterization through stationary varifolds in and .
result Characterization of critical points in convex shapes.
The paper solves a problem in metric geometry for disks with negative curvature.
problem Prescribing negative Gaussian curvature on the disk and boundary geodesic curvature.
method Variational approach and refined blow-up analysis for approximated problems.
result Existence of solutions under natural curvature assumptions.
Study on free boundary minimal surfaces, focusing on curvature concentration and geometric convergence.
problem Understanding the limit behavior of free boundary minimal hypersurfaces with curvature concentration.
method Detailed blow-up analysis and quantization identity derivation for total curvature functional.
result Derivation of a constraint relating topology of limit hypersurfaces and their blow-up models.
Survey on soap bubble partitions and their stability.
problem Characterizing and stabilizing soap bubble partitions.
method Survey and analysis of recent research.
result Recent advancements in multi-bubble isoperimetric minimizers and stability.
Bubble Necessity Theoremecon.TH
Bubbles are essential in certain economic models with high growth and low interest rates.
problem Asset price bubbles exceeding fundamental values.
method Developed the Bubble Necessity Theorem in economic models with specific growth and interest rate conditions.
result Bubbles are inevitable in certain economic scenarios with high growth and low interest rates.
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
problem Bubbling configurations in Yang-Mills fields on four-manifolds.
method Derived Pohozaev type compatibility between weak limit connection and bubbles, involving Weyl tensor.
result Obstructions to certain bubbling configurations on CP2.
Study uses multidimensional SE-NBD process to analyze default portfolios and identify shock amplification.
problem Analyzing interactions and shock propagation in default portfolios with multiple sectors.
method Applied multidimensional self-exciting negative binomial distribution (SE-NBD) process to 13 sectors.
result Identified upstream and downstream sectors, showing shock amplification in default portfolios.
Rational bubbles form in nonstationary models of real assets.
problem Understanding the emergence of rational bubbles in real assets.
method Developed economic models showing bubbles inevitably emerge in nonstationary systems.
result Bubbles in real assets are inevitable and can be analyzed using mathematical theorems.
Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
problem Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
method Perturbations of geodesic standard double bubbles centered at critical points of the ambient scalar curvature and aligned along eigen-vectors of the ambient Ricci tensor, with general multiplicity results via Lusternik-Schnirelman theory.
result Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
Defines speculative bubbles in discrete-time models based on discounted stock price losing mass.
problem Characterizing speculative bubbles in discrete-time models.
method Introduces a new definition based on discounted stock price behavior and provides probabilistic characterizations.
result Speculative bubbles in discrete time are linked to solutions of a linear Volterra integral equation.
Degenerate solutions found in 2D H-system bubbles with higher degrees.
problem Existence of degenerate solutions in H-system bubbles with degree ≥ 3.
method Algebraic characterization of degenerate bubbles.
result Degenerate solutions can exist for H-system bubbles with degree ≥ 3.
In 1D, optimal double bubbles are intervals or spheres.
problem Finding the least-perimeter way to enclose two volumes with a log-convex density.
method Analyzing the density function's log-convexity to determine the optimal configuration.
result In 1D, the optimal configuration can be intervals or spheres.
The Second Wave of the Global Crisis? A Log-Periodic Oscillation Analysis of Commodity Price Seriesq-fin.ST
This article continues our analysis of the gold price dynamics that was published in December 2010 (abs/1012.4118) and forecasted the possibility of the "burst of the gold bubble" in April - June 2011. Our recent analysis suggests the possibility of one more substantial fluctuation before the final collapse in July 201…
Trading bubbles form when traders adapt to price mismatches.
problem Self-sustained price bubbles driven by adaptive trading behavior.
method Multi-agent model illustrating price bubble formation and statistical properties.
result Price bubbles can be driven by adaptive investment strategies.
Continuous time analysis of bubble formation in harmonic maps.
problem Understanding bubble formation in harmonic map heat flow.
method Continuous time approach to analyze bubbling sequences.
result Solutions approach multi-bubble configurations in continuous time.
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that docum…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
Solves the quintuple bubble problem on spheres and Euclidean spaces.
problem Minimizing total perimeter of multiple bubbles enclosing fixed volumes.
method Developed spectral theory of Jacobi operator and new bubble deformation method.
result Confirmed quintuple bubble conjecture on spheres and Euclidean spaces.
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different global assets; for 4 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that documen…
Fearless versus Fearful Speculative Financial Bubblescond-mat.stat-mech
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9 time series that have been previously considered as bubbles ending in crashes. The …
New method detects asset price bubbles in young markets.
problem Detecting asset price bubbles in young, immature markets.
method Proposed a simple but effective statistical method to capture and quantify bubbles.
result New method applicable to immature markets without sufficient data.
Paper evaluates whether AI is a bubble or a productivity revolution.
problem Determining if AI investments are a bubble or a sustainable technology.
method Hybrid review and diagnostic framework combining asset pricing foundations and modern econometric methods.
result AI investments show both genuine fundamentals and bubble-like fragilities.
Sharp Sobolev inequalities on noncompact Riemannian manifolds with via Optimal Transport theorymath.AP
Sharp Sobolev inequalities proved on manifolds with non-negative Ricci curvature.
problem Proving sharp Sobolev inequalities on noncompact Riemannian manifolds with non-negative Ricci curvature.
method Using Optimal Mass Transportation with quadratic distance cost.
result Sharp -Sobolev and -logarithmic Sobolev inequalities established for and .
Study detects Bitcoin bubbles and predicts crashes using adaptive multilevel time series detection.
problem Detecting and predicting Bitcoin price bubbles and crashes.
method Adaptive multilevel time series detection based on LPPLS model.
result LPPLS confidence indicator provides effective warnings for bubble detection and crash prediction.