Qunzhi Zhang

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

4

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Top 26,536

in Total Papers Downloads

4,008

TOTAL CITATIONS

24

Scholarly Papers (4)

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1.

Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash

Swiss Finance Institute Research Paper No. 15-31
Number of pages: 16 Posted: 22 Nov 2015
Didier Sornette, Guilherme Demos, Qun Zhang, Qun Zhang, Peter Cauwels, Vladimir Filimonov and Qunzhi Zhang
Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich, ETH ZürichGuangdong University of Foreign Studies, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zürich
Downloads 2,158 (15,031)
Citation 10

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Financial bubbles, Crashes, Probabilistic forecast, Johansen-Ledoit-Sornette model, Log-periodic power law singularity (LPPLS), Advanced warning, Chinese bubbles, Financial crisis observatory

2.

LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index

Swiss Finance Institute Research Paper No. 16-05
Number of pages: 32 Posted: 05 Feb 2016
Qunzhi Zhang, Didier Sornette, Mehmet Balcilar, Rangan Gupta, Zeynel Abidin Ozdemir and Hakan Yetkiner
ETH Zürich, Risks-X, Southern University of Science and Technology (SUSTech), University of New Haven, University of Pretoria - Department of Economics, Economic Research Forum (ERF) and Izmir University of Economics
Downloads 913 (54,045)
Citation 6

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S&P 500, LPPL method, stock market bubble, forecast, bubble indicators

3.

Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities

Swiss Finance Institute Research Paper No. 15-43
Number of pages: 27 Posted: 14 Oct 2015
Qun Zhang, Qun Zhang, Qunzhi Zhang and Didier Sornette
ETH ZürichGuangdong University of Foreign Studies, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 554 (103,719)
Citation 8

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Financial bubble, Log-periodic power law singularity (LPPLS), Quantile regression, Early warning signals, Time scale, Probabilistic forecast

4.

Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?

Swiss Finance Institute Research Paper No. 15-57
Number of pages: 42 Posted: 06 Dec 2015
Guilherme Demos, Qunzhi Zhang and Didier Sornette
ETH Zürich, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 383 (160,697)

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Financial bubbles, sloppiness, Hessian matrix, Time Series Analysis, Numerical Simulation