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