Deep Learning for Asset Bubbles Detection

Autor: Bashchenko, Oksana, Marchal, Alexis

We develop a methodology for detecting asset bubbles using a neural network. We rely on the theory of local martingales in continuous-time and use a deep network to estimate the diffusion coefficient of the price process more accurately than the curr

Externí odkaz: http://arxiv.org/abs/2002.06405

Non-Standard Errors

Autor: Menkfeld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüss, Sebastian, Razen, Michael, Weitzel, Utz, Abad-Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzielinski, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji P., Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent van, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'Neill, Peter W., Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul J., Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeznik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Westerholm, Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wink-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Zeyang (Ivy), Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, Zwinkels, Remco

In statistics, samples are drawn from a population in a data- generating process (DGP). Standard errors measure the uncer- tainty in sample estimates of population parameters. In sci- ence, evidence is generated to test hypotheses in an evidence- gen

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3cddfe346daf4cc4891f91931d83e5a