成果/Result
- The volatility-confined LPPL model: A consistent model of 'explosive' financial bubbles with mean-reverting residuals被引量：56收藏
- 作者：Lin, L. Ren, R. E. Sornette, D.
- 机构：E China Univ Sci & Technol;Swiss Fed Inst Technol;Beihang Univ;Swiss Finance Inst;Univ Geneva
- 来源：INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2014
- 关键词：Rational bubbles Mean reversal Positive feedbacks Finite-time singularity Super-exponential growth Bayesian analysis Log-periodic power law Stochastic discount factor
- Emerging social brain: A collective self-motivated Boltzmann machine被引量：5收藏
- 作者：Tao, Yong Sornette, Didier Lin, Li
- 机构：Southwest Univ;Swiss Fed Inst Technol;Southern Univ Sci & Technol;Tokyo Inst Technol;Univ Geneva
- 来源：CHAOS SOLITONS & FRACTALS 2021
- 关键词：Boltzmann machine Swarm intelligence Social brain Boltzmann distribution Self-reference Self-organization
- Identifying fragility for the stock market: Perspective from the portfolio overlaps network被引量：5收藏
- 作者：Lin, Li Guo, Xin-Yu
- 机构：East China Univ Sci & Technol;Swiss Fed Inst Technol;East China Univ Sci & Technol
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2019
- 关键词：Systemic risks Market crash Stock market Portfolio overlaps Fragility Network theory
- Superlinear growth and the fossil fuel energy sustainability dilemma: Evidence from six continents被引量：4收藏
- 作者：Tao, Yong Lin, Li Wang, Hanjie Hou, Chen
- 机构：Southwest Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;Missouri Univ Sci & Technol
- 来源：STRUCTURAL CHANGE AND ECONOMIC DYNAMICS 2023
- 关键词：Non-cooperative game Emergence of technology Superlinear growth Energy sustainability Fossil fuel Circular economy strategy
- "Speculative Influence Network" during financial bubbles: application to Chinese stock markets被引量：3收藏
- 作者：Lin, Li Sornette, Didier
- 机构：East China Univ Sci & Technol;Swiss Fed Inst Technol;Univ Geneva;East China Univ Technol & Sci
- 来源：JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 2018
- 关键词：Financial bubbles Super-exponential Systemic risks Hidden Markov Modeling Transfer entropy Speculative Influence Network Early warning system Chinese stock market
- The inverse Cox-Ingersoll-Ross process for parsimonious financial price modelling被引量：0收藏
- 作者：Lin, L. Sornette, D.
- 机构：East China Univ Sci & Technol;Southern Univ Sci & Technol;Univ Geneva
- 来源：QUANTITATIVE FINANCE 2026
- 关键词：Asset pricing Financial risks Financial bubbles Excess volatility Fat-tailed distribution of returns Equity puzzle Earning yield Earning-over-price
