54486

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Estimation of the moments of emergence and collapse of financial bubbles by algorithms of current and a posteriori detection

Электронная публикация: 

Да

ISBN/ISSN: 

978-1-7281-1730-0

DOI: 

10.1109/MLSD.2019.8911034

Наименование конференции: 

  • 2019 12th International Conference "Management of Large-Scale System Development" (MLSD)

Наименование источника: 

  • Proceedings of the 12th International Conference "Management of Large-Scale System Development" (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2019

Страницы: 

https://ieeexplore.ieee.org/document/8911034
Аннотация
The paper proposes algorithms for detecting areas of explosive behavior of unsteady processes. We investigated two types: detection algorithms in the current mode and detection algorithms by historical data. Examples of bubble detection by historical data and the simulation results demonstrate the effectiveness of algorithms.

Библиографическая ссылка: 

Гребенюк Е.А., Малинкина А.В. Estimation of the moments of emergence and collapse of financial bubbles by algorithms of current and a posteriori detection / Proceedings of the 12th International Conference "Management of Large-Scale System Development" (MLSD). Moscow: IEEE, 2019. С. https://ieeexplore.ieee.org/document/8911034.