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Yan, Wanfeng's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
788 |
Total
Citations
11 |
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1.
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Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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315
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3
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negative bubble, rebound, positive feedback, pattern recognition, trading strategy, error diagram, prediction
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Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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157
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1
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financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market
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3.
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Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich Yan, Wanfeng ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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Posted:
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12 Aug 11
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Last Revised:
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11 Jan 13
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153
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1
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich Yan, Wanfeng ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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21
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JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich Yan, Wanfeng ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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132
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JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast
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4.
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Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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103
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3
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Financial Bubbles, Crash, Prediction, Fundamental Value, Nonlinearity, Wilks Statistics, Bootstrap
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5.
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Yan, Wanfeng ETH Zurich Rebib, Reda ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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34
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2
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JLS model, financial bubbles, crashes, rebounds, log-periodic power law, pattern recognition method, alarm index, prediction, error diagram, trading strategy
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6.
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Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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26
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1
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financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market
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Records 1 -
6
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