Rämistrasse 101
ZUE F7
Zürich, 8092
Switzerland
ETH Zürich
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Bitcoin, crypto-currencies, bubble, prediction, Metcalfe law, log-periodic power law singularity, LPPLS, Johansen-Ledoit-Sornette
Prediction, natural experiment, market failure, efficient market hypothesis
mid-price changes, trade times, Hawkes process, endogeneity, criticality, Expectation- Maximization, BIC, non-stationarity, ARMA point process, spurious inference, external shocks
Outlier Detection, Exponential sample, Pareto sample, Dragon King, Extreme Value Theory
Hawkes process; Integer-valued autoregressive process; Econometrics; High frequency financial data; Market microstructure; Spurious inference; Nonstationarity; EM algorithm
Expectation-maximization algorithm; Branching process models; Renewal Cluster process models; Point process models; non-parametric estimation; Hawkes process; immigration; branching structure.
success, reward, luck, merit, measurement, scenario analysis, Darwinian, evolutionary learning, equality