A parsimonious simulation model with cubic momentum for trading direction and Hawkes-inspired self-excitation of trade frequency reproduces endogenous bubble surges followed by crashes.
Communications in nonlinear science and numerical simulation , volume=
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Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
A parsimonious simulation model with cubic momentum for trading direction and Hawkes-inspired self-excitation of trade frequency reproduces endogenous bubble surges followed by crashes.