Guilherme Do Livramento Demos
Names
| first: | Guilherme |
| middle: | Do Livramento |
| last: | Demos |
Identifer
| RePEc Short-ID: | pde1153 |
Contact
| homepage: | http://er.ethz.ch |
Affiliations
-
Eidgenössische Technische Hochschule Zürich (ETHZ)
/ Department of Management, Technology and Economics (D-MTEC)
- EDIRC entry
- location:
Research profile
author of:
- Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles (RePEc:arx:papers:1602.08258)
by Vladimir Filimonov & Guilherme Demos & Didier Sornette - Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles' inceptions (RePEc:arx:papers:1707.07162)
by Guilherme Demos & Didier Sornette - Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018 (RePEc:arx:papers:1804.06261)
by Jan-Christian Gerlach & Guilherme Demos & Didier Sornette - Portfolio Optimisation and Endogenous Rebalancing Methods (RePEc:brf:journl:v:13:y:2015:i:4:p:544-570)
by Guilherme Demos & Thomas Pires & Guilherme Valle Moura - Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash (RePEc:chf:rpseri:rp1531)
by Didier Sornette & Guilherme Demos & Qun Zhang & Peter Cauwels & Vladimir Filimonov & Qunzhi Zhang - Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash (RePEc:chf:rpseri:rp1532)
by Didier SORNETTE & Guilherme DEMOS & Zhang QUN & Peter CAUWELS & Vladimir FILIMONOV & Qunzhi ZHANG - Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose? (RePEc:chf:rpseri:rp1557)
by Guilherme DEMOS & Qunzhi ZHANG & Didier SORNETTE - Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles (RePEc:chf:rpseri:rp1612)
by Vladimir Filimonov & Guilherme Demos & Didier Sornette - Some Statistical Properties of the Mini Flash Crashes (RePEc:pra:mprapa:65473)
by Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul - On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators (RePEc:pre:wpaper:201752)
by Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette - Birth or burst of financial bubbles: which one is easier to diagnose? (RePEc:taf:quantf:v:17:y:2017:i:5:p:657-675)
by G. Demos & D. Sornette - Modified profile likelihood inference and interval forecast of the burst of financial bubbles (RePEc:taf:quantf:v:17:y:2017:i:8:p:1167-1186)
by V. Filimonov & G. Demos & D. Sornette