International Journal For Multidisciplinary Research

E-ISSN: 2582-2160     Impact Factor: 9.24

A Widely Indexed Open Access Peer Reviewed Multidisciplinary Bi-monthly Scholarly International Journal

Call for Paper Volume 6 Issue 4 July-August 2024 Submit your research before last 3 days of August to publish your research paper in the issue of July-August.

Predictive Modeling for Asset Bubble Detection in Financial Markets

Author(s) Arpit Goyal, Pranay Goenka
Country India
Abstract This paper presents a comprehensive approach to predicting and detecting asset bubbles in financial markets, utilizing advanced analytics, machine learning models, and deep learning techniques. The study focuses on the S&P 500 as a representative indicator of the U.S. stock market, aiming to
develop a robust methodology for identifying early signs of asset bubbles and providing actionable insights for investors, financial institutions, and policymakers.
Keywords Market dynamics, GDP development
Field Computer > Artificial Intelligence / Simulation / Virtual Reality
Published In Volume 6, Issue 2, March-April 2024
Published On 2024-04-11
Cite This Predictive Modeling for Asset Bubble Detection in Financial Markets - Arpit Goyal, Pranay Goenka - IJFMR Volume 6, Issue 2, March-April 2024. DOI 10.36948/ijfmr.2024.v06i02.16959
Short DOI

Share this