yLPPL

Version 1.1 (2.09 MB) by Juyub Kim
MATLAB Toolbox for Forecasting Financial Crashes using Log-Periodic Power Law Model
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Updated 12 May 2025

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Financial bubbles may raise the market risk and lead to potential economic disasters as the bubbles burst and asset prices eventually collapse.
The log-periodic power law (LPPL) model has been known as a state-of-the-art instrument for predicting crashes in financial markets.
This toolbox implemented the enhanced LPPL model using the genetic algorithm and the price gyration method.

Cite As

Juyub Kim (2026). yLPPL (https://uk.mathworks.com/matlabcentral/fileexchange/180636-ylppl), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2024b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.1

Fixed plot format.
1.0