Detecting Asset Price Bubbles using Deep Learning
The article discusses a deep learning algorithm designed to detect financial asset bubbles using observed call option prices. This algorithm was tested on tech stock market data and under different models.
Featured in No. 83 on 23 Jan 2025 · on release day
- Released
- 23 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:bla:mathfi:v:35:y:2025:i:1:p:74-110
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).