Skip to content
#

grid-search-optimization

Star

Here is 1 public repository matching this topic...

chirindaopensource / universal_dynamics_financial_bubbles_isolated_markets

Star 0

End-to-End Python implementation of LPPLS (Log-Periodic Power Law Singularity) framework for detecting financial bubbles and critical transitions. Features Filimonov-Sornette calibration, Lagrange regularization, Lomb-Scargle spectral validation, and Monte Carlo significance testing. Complete computational replication of Hosseinzadeh (2025).

python numpy pandas scientific-computing scipy monte-carlo-simulation quantitative-finance complex-systems time-series-analysis financial-mathematics bubble-detection econophysics systemic-risk emerging-markets crash-prediction lppls financial-bubbles grid-search-optimization isolated-markets lomb-scargle
  • Updated Dec 20, 2025
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the grid-search-optimization topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the grid-search-optimization topic, visit your repo's landing page and select "manage topics."

Learn more