Scaringi Marco

Università degli Studi di Milano, Physics Dept.

Brexit or Bremain ? Evidence from bubble analysis
di Marco Bianchetti, Davide Galli, Camilla Ricci, Angelo Salvatori e Marco Scaringi

Posted in: Articolo

Giu 21 2016
Abstract We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation includes an enhanced model calibration using Genetic Algorithms. We selected a few historical financial series ...more »