About the Authors

Takumi Sueshige

Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

Affiliation Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Nagatsuta-cho, Midori-ku, Yokohama, Japan

Didier Sornette

Roles Conceptualization, Funding acquisition, Methodology, Project administration, Supervision, Writing – review & editing

Affiliations ETH Zürich, Department of Management, Technology and Economics, Zürich, Switzerland, Swiss Finance Institute, Geneva, Switzerland

Hideki Takayasu

Roles Conceptualization, Methodology, Project administration, Supervision, Writing – review & editing

Affiliations Sony Computer Science Laboratories, Higashi-Gotanda, Shinagawa-ku, Tokyo, Japan, Institute of Innovative Research, Tokyo Institute of Technology, Nagatsuta-cho, Yokohama, Japan

Misako Takayasu

Roles Conceptualization, Funding acquisition, Project administration, Supervision, Writing – review & editing

takayasu.m.aa@m.titech.ac.jp

Affiliations Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Nagatsuta-cho, Midori-ku, Yokohama, Japan, Institute of Innovative Research, Tokyo Institute of Technology, Nagatsuta-cho, Yokohama, Japan

Competing Interests

We have the following interests. MT receives research funding (the Joint Collaborative Research Laboratory for MUFG AI Financial Market Analysis) from a commercial source (Mitsubishi UFJ financial group) as consultancy of AI trading strategies. HT is employed by Sony Computer Science Laboratories, Inc. There are nopatents, products in development or marketed products to declare. This does not alter our adherence to all the PLOS ONE policies on sharing data and materials, as detailed online in the guide for authors.