LPPLS:对数周期幂定律-源码

上传者: 42169245 | 上传时间: 2021-07-25 16:25:34 | 文件大小: 2.44MB | 文件类型: ZIP
R
对数周期幂律奇异性(LPPLS)模型 LPPLS模型提供了一个灵活的框架来检测泡沫并预测金融资产的制度变化。 泡沫被定义为资产价格的增长快于指数,反映了较高回报预期的正反馈循环与崩溃预期的负反馈螺旋竞争。 它将泡沫价格建模为幂定律,并具有有限的时间奇异性,该奇异性由随时间增加的频率的振荡装饰。 这是模型:

文件下载

资源详情

[{"title":"( 53 个子文件 2.44MB ) LPPLS:对数周期幂定律-源码","children":[{"title":"LPPLS-main","children":[{"title":"CINECA","children":[{"title":"fitting_1.R <span style='color:#111;'> 33.71KB </span>","children":null,"spread":false},{"title":"job_cin_1.sh <span style='color:#111;'> 498B </span>","children":null,"spread":false},{"title":"fitting_2.R <span style='color:#111;'> 33.71KB </span>","children":null,"spread":false},{"title":"job_cin_2.sh <span style='color:#111;'> 497B </span>","children":null,"spread":false}],"spread":true},{"title":"fitting_1.R <span style='color:#111;'> 9.03KB </span>","children":null,"spread":false},{"title":"trading_strat.R <span style='color:#111;'> 1.22KB </span>","children":null,"spread":false},{"title":"markdown.pdf <span style='color:#111;'> 356.83KB </span>","children":null,"spread":false},{"title":"filtering_condition.png <span style='color:#111;'> 63.63KB </span>","children":null,"spread":false},{"title":"new_search_oil.R <span style='color:#111;'> 18.31KB </span>","children":null,"spread":false},{"title":"plots","children":[{"title":"Trading_strat","children":[{"title":"Rplot01.png <span style='color:#111;'> 231.74KB </span>","children":null,"spread":false}],"spread":true},{"title":"BTC","children":[{"title":"P.M_EF_BTC.jpeg <span style='color:#111;'> 64.32KB </span>","children":null,"spread":false},{"title":"N.S_EW_BTC.jpeg <span style='color:#111;'> 63.88KB </span>","children":null,"spread":false},{"title":"P.S_EF_BTC.jpeg <span style='color:#111;'> 67.65KB </span>","children":null,"spread":false},{"title":"N.SS_EF_BTC.jpeg <span style='color:#111;'> 63.88KB </span>","children":null,"spread":false},{"title":"P.M_EW_BTC.jpeg <span style='color:#111;'> 64.45KB </span>","children":null,"spread":false},{"title":"P.S_EW_BTC.jpeg <span style='color:#111;'> 67.82KB </span>","children":null,"spread":false},{"title":"P.SS_EW_BTC.jpeg <span style='color:#111;'> 68.88KB </span>","children":null,"spread":false},{"title":"N.S_EF_BTC.jpeg <span style='color:#111;'> 63.77KB </span>","children":null,"spread":false},{"title":"P.SS_EF_BTC.jpeg <span style='color:#111;'> 68.43KB </span>","children":null,"spread":false},{"title":"N.M_EF_BTC.jpeg <span style='color:#111;'> 63.76KB </span>","children":null,"spread":false},{"title":"P.L_EW_BTC.jpeg <span style='color:#111;'> 63.72KB </span>","children":null,"spread":false},{"title":"N.L_EF_BTC.jpeg <span style='color:#111;'> 63.70KB </span>","children":null,"spread":false},{"title":"N.SS_EW_BTC.jpeg <span style='color:#111;'> 63.96KB </span>","children":null,"spread":false},{"title":"N.M_EW_BTC.jpeg <span style='color:#111;'> 63.89KB </span>","children":null,"spread":false},{"title":"P.L_EF_BTC.jpeg <span style='color:#111;'> 63.65KB </span>","children":null,"spread":false},{"title":"N.L_EW_BTC.jpeg <span style='color:#111;'> 63.83KB </span>","children":null,"spread":false}],"spread":false},{"title":"S&P500","children":[{"title":"M_EF_SP500.jpeg <span style='color:#111;'> 79.87KB </span>","children":null,"spread":false},{"title":"M_EW_SP500.jpeg <span style='color:#111;'> 84.03KB </span>","children":null,"spread":false},{"title":"L_EW_SP500.jpeg <span style='color:#111;'> 81.85KB </span>","children":null,"spread":false},{"title":"S_EF_SP500.jpeg <span style='color:#111;'> 86.02KB </span>","children":null,"spread":false},{"title":"SS_EF_SP500.jpeg <span style='color:#111;'> 88.62KB </span>","children":null,"spread":false},{"title":"S_EW_SP500.jpeg <span style='color:#111;'> 91.25KB </span>","children":null,"spread":false},{"title":"L_EF_SP500.jpeg <span style='color:#111;'> 94.63KB </span>","children":null,"spread":false},{"title":"SS_EW_SP500.jpeg <span style='color:#111;'> 94.41KB </span>","children":null,"spread":false}],"spread":true},{"title":"OIL","children":[{"title":"S_EF_OIL.jpeg <span style='color:#111;'> 81.15KB </span>","children":null,"spread":false},{"title":"SS_EF_OIL.jpeg <span style='color:#111;'> 80.74KB </span>","children":null,"spread":false},{"title":"M_EW_OIL.jpeg <span style='color:#111;'> 80.21KB </span>","children":null,"spread":false},{"title":"S_EW_OIL.jpeg <span style='color:#111;'> 87.97KB </span>","children":null,"spread":false},{"title":"L_EW_OIL.jpeg <span style='color:#111;'> 81.95KB </span>","children":null,"spread":false},{"title":"L_EF_OIL.jpeg <span style='color:#111;'> 88.51KB </span>","children":null,"spread":false},{"title":"SS_EW_OIL.jpeg <span style='color:#111;'> 85.89KB </span>","children":null,"spread":false},{"title":"M_EF_OIL.jpeg <span style='color:#111;'> 79.84KB </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"Code.Rproj <span style='color:#111;'> 205B </span>","children":null,"spread":false},{"title":"README.md <span style='color:#111;'> 640B </span>","children":null,"spread":false},{"title":"only_mod_plot.R <span style='color:#111;'> 1.13KB </span>","children":null,"spread":false},{"title":"misc.R <span style='color:#111;'> 1.39KB </span>","children":null,"spread":false},{"title":"new_search.R <span style='color:#111;'> 18.97KB </span>","children":null,"spread":false},{"title":"data","children":[{"title":"NIK225.csv <span style='color:#111;'> 1.04MB </span>","children":null,"spread":false},{"title":"SP500.csv <span style='color:#111;'> 569.64KB </span>","children":null,"spread":false},{"title":"BTC_ANALYSIS.csv <span style='color:#111;'> 223.88KB </span>","children":null,"spread":false},{"title":"SP500_ANALYSIS.csv <span style='color:#111;'> 1.90MB </span>","children":null,"spread":false},{"title":"OIL_ANALYSIS.csv <span style='color:#111;'> 187.04KB </span>","children":null,"spread":false}],"spread":true},{"title":"markdown.Rmd <span style='color:#111;'> 12.83KB </span>","children":null,"spread":false}],"spread":false}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明