Stock Market Bubble Warning: A Restricted Boltzmann Machine Approach Using Volatility–Return Sequences
Combining unsupervised learning with Restricted Boltzmann Machines and supervised learning with Balanced Random Forest and Feedforward Neural Networks, we propose a warning system for the early detection of stock bubbles by analyzing daily returns and the volatility of a market index. We complement...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/15/10/5613 |
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