How to Predict Stock Market Crashes using Mathematical Models

Some financial bubbles can be diagnosed before they burst. Let's see how. 0:00 Intro 0:33 Super-exponential growth 1:40 Log-Periodic Power Law (LPPL) 3:23 Bubble indicators 3:54 LPPL Singularity Confidence Indicator 5:03 Financial Crisis Observatory 5:23 Trading strategies 6:08 Herd behavior 6:32 Cryptocurrency bubbles 7:05 Deep learning experiments References Financial Crisis Observatory http://tasmania.ethz.ch/pubfco/fco.html Why Stock Markets Crash by Didier Sornette https://press.princeton.edu/books/paperback/9780691175959/why-stock-markets-crash A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model https://arxiv.org/abs/1108.0099 Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2693634 Theses that backtest trading strategies based on LPPLS indicators 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 https://ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master% 20thesis/master_thesis_Tinatin%20_4March2019.pdf Mesmerising Mass Sheep Herding /watch/46Rtn12wQDtwt

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