Predicting financial market crashes using ghost singularities

• Damian Smug ,

  Roles Conceptualization, Investigation, Methodology, Project administration, Resources, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: d.smug@exeter.ac.uk (DS); p.ashwin@exeter.ac.uk (PA)

  ¶‡ This author is the main author of this work.

  Affiliation Centre for Systems, Dynamics and Control, Department of Mathematics, Harrison Building, University of Exeter, Exeter EX4 4QF, United Kingdom

  http://orcid.org/0000-0001-9673-2529

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• Peter Ashwin ,

  Contributed equally to this work with: Peter Ashwin, Didier Sornette

  Roles Conceptualization, Supervision, Validation, Writing – original draft, Writing – review & editing

  * E-mail: d.smug@exeter.ac.uk (DS); p.ashwin@exeter.ac.uk (PA)

  Affiliation Centre for Systems, Dynamics and Control, Department of Mathematics, Harrison Building, University of Exeter, Exeter EX4 4QF, United Kingdom

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• Didier Sornette

  Contributed equally to this work with: Peter Ashwin, Didier Sornette

  Roles Conceptualization, Supervision, Validation, Writing – original draft, Writing – review & editing

  Affiliations ETH Zürich, Department of Management, Technology and Economics, Scheuchzerstrasse 7, CH-8092 Zürich, Switzerland, Swiss Finance Institute, c/o University of Geneva, 40 blvd. Du Pont d’Arve, CH 1211 Geneva 4, Switzerland

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