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The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations


  • Didier Sornette

    (The Financial Crisis Observatory)

  • Ryan Woodard

    (The Financial Crisis Observatory)

  • Maxim Fedorovsky

    (The Financial Crisis Observatory)

  • Stefan Reimann

    (The Financial Crisis Observatory)

  • Hilary Woodard

    (The Financial Crisis Observatory)

  • Wei-Xing Zhou

    (The Financial Crisis Observatory)


On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experiment, we add a diagnostic of a new bubble developing on a fourth asset.

Suggested Citation

  • Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2009. "The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations," Papers 0911.0454,, revised May 2010.
  • Handle: RePEc:arx:papers:0911.0454

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    References listed on IDEAS

    1. D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Papers cond-mat/0106520,
    2. Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
    3. Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Papers 0909.1007,, revised Oct 2009.
    4. D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 452-471.
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    Cited by:

    1. Yan, Wanfeng & Woodard, Ryan & Sornette, Didier, 2012. "Leverage bubble," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 180-186.
      • Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Leverage Bubble," Papers 1011.0458,, revised Nov 2010.
    2. Vincenzo Liberatore, 2010. "Computational LPPL Fit to Financial Bubbles," Papers 1003.2920,, revised Jan 2011.
    3. Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, "undated". "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series 10-15, Swiss Finance Institute.

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