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lppls

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chirindaopensource / universal_dynamics_financial_bubbles_isolated_markets

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End-to-End Python implementation of LPPLS (Log-Periodic Power Law Singularity) framework for detecting financial bubbles and critical transitions. Features Filimonov-Sornette calibration, Lagrange regularization, Lomb-Scargle spectral validation, and Monte Carlo significance testing. Complete computational replication of Hosseinzadeh (2025).

python numpy pandas scientific-computing scipy monte-carlo-simulation quantitative-finance complex-systems time-series-analysis financial-mathematics bubble-detection econophysics systemic-risk emerging-markets crash-prediction lppls financial-bubbles grid-search-optimization isolated-markets lomb-scargle
  • Updated Dec 20, 2025
  • Jupyter Notebook

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