Diego Ardila

ETH Zurich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

5

DOWNLOADS

4,377

CITATIONS

3

Scholarly Papers (5)

1.

The Acceleration Effect and Gamma Factor in Asset Pricing

Swiss Finance Institute Research Paper No. 15-30
Number of pages: 25 Posted: 21 Aug 2015
Diego Ardila, Zalàn Forrò and Didier Sornette
ETH Zurich, Independent and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 2,936 (3,696)
Citation 1

Abstract:

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Asset pricing, momentum, positive feedbacks, acceleration, investment strategies

2.

Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland

Swiss Finance Institute Research Paper No. 14-44
Number of pages: 56 Posted: 12 Jul 2014
ETH Zurich, ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 602 (43,108)
Citation 2

Abstract:

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real-estate bubbles, USA and Switzerland, diffusion index, forecasting, log-periodic power law, criticality, positive feedback, sparse partial least squares

3.

Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4)

Swiss Finance Institute Research Paper No. 13-07
Number of pages: 17 Posted: 22 Mar 2013
ETH Zurich, ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 405 (70,825)
Citation 1

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real estate bubble, Switzerland, interest rates, positive feedbacks, log-periodic power law, Comparis, Internet, supervised machine learning

4.

Dating the Financial Cycle: A Wavelet Proposition

Swiss Finance Institute Research Paper No. 16-29
Number of pages: 11 Posted: 05 May 2016 Last Revised: 07 May 2016
Diego Ardila and Didier Sornette
ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 280 (107,135)
Citation 1

Abstract:

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Financial cycle, wavelet transform, multi-scale analysis, BBQ algorithm, turning points, interval estimates

5.

Comparing Ask and Transaction Prices in the Swiss Housing Market

Swiss Finance Institute Research Paper No. 16-80
Number of pages: 30 Posted: 05 Jan 2017
ETH Zurich, ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 154 (188,829)

Abstract:

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Ask prices, Transaction prices, Log normal distribution, Co-integration, Granger causality, Bubbles, LPPLS, Search models