yLPPL

版本 1.2 (2.1 MB) 作者: Juyub Kim
MATLAB Toolbox for Forecasting Financial Crashes using Log-Periodic Power Law Model
5.0
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21.0 次下载
更新 2026/3/6

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Financial bubbles may raise the market risk and lead to potential economic disasters as the bubbles burst and asset prices eventually collapse.
The log-periodic power law (LPPL) model has been known as a state-of-the-art instrument for predicting crashes in financial markets.
This toolbox implemented the enhanced LPPL model using the genetic algorithm and the price gyration method.

引用格式

Juyub Kim (2026). yLPPL (https://ww2.mathworks.cn/matlabcentral/fileexchange/180636-ylppl), MATLAB Central File Exchange. 检索时间: .

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创建方式 R2024b
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1.2

Added help descriptions
1.1

Fixed plot format.
1.0