---
title: Detecting Asset Price Bubbles using Deep Learning
url: https://www.ml-quant.com/papers/repec/bla-mathfi-v-35-y-2025-i-1-p-74-110/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bla:mathfi:v:35:y:2025:i:1:p:74-110
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fmafi.12443%3Bh%3Drepec%3Abla%3Amathfi%3Av%3A35%3Ay%3A2025%3Ai%3A1%3Ap%3A74-110
featured: 2025-01-23
citations: unknown
topic: Asset Pricing & Factors
---


# Detecting Asset Price Bubbles using Deep Learning

The article discusses a deep learning algorithm designed to detect financial asset bubbles using observed call option prices. This algorithm was tested on tech stock market data and under different models.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fmafi.12443%3Bh%3Drepec%3Abla%3Amathfi%3Av%3A35%3Ay%3A2025%3Ai%3A1%3Ap%3A74-110
- Identifier: RePEc:bla:mathfi:v:35:y:2025:i:1:p:74-110
- Released: 2025-01-23
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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