Machine Learning to Forecast Financial Bubbles in Stock Markets: Evidence from Vietnam

Machine Learning to Forecast Financial Bubbles in Stock Markets: Evidence from Vietnam

Financial bubble prediction has been a significant area of interest in empirical finance, garnering substantial attention in the literature. This study aims to detect and forecast financial bubbles in the Vietnamese stock market from 2001 to 2021. The PSY procedure, which involves a right-tailed uni...

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Bibliographic Details
Main Authors: Kim Long Tran, Hoang Anh Le, Cap Phu Lieu, Duc Trung Nguyen
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:International Journal of Financial Studies
Subjects:
financial bubbles
machine learning algorithms
Vietnamese stock market
Online Access:https://www.mdpi.com/2227-7072/11/4/133

Internet

https://www.mdpi.com/2227-7072/11/4/133

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