Equity Crises, Critical Exponents, Earthquakes

Predicting Equity Crises, Critical Exponents, And Earthquakes – II

Predicting Equity Crises, Critical Exponents, And Earthquakes - II

Jan Dash
Bloomberg LP

Xipei Yang
Bloomberg L.P.

July 19, 2016


We present further encouraging evidence for the Critical Exponent Earthquake Crisis (CEEC) Model that gives the probabilities of equity crises one year in advance. The CEEC model uses suitable precursor signals and is agnostic regarding dynamical origins of crises. The precursors accumulate in time between . . .


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