From ddb8fcc993ce036e7c2a10844b47e121d3efb30a Mon Sep 17 00:00:00 2001 From: Joshwani Date: Tue, 6 Aug 2024 09:21:45 -0600 Subject: [PATCH] add demo link in readme. bump version. --- README.md | 3 ++- setup.py | 2 +- 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 93451f0..caa6deb 100644 --- a/README.md +++ b/README.md @@ -9,7 +9,8 @@ ## Overview The LPPLS model provides a flexible framework to detect bubbles and predict regime changes of a financial asset. A bubble is defined as a faster-than-exponential increase in asset price, that reflects positive feedback loop of higher return anticipations competing with negative feedback spirals of crash expectations. It models a bubble price as a power law with a finite-time singularity decorated by oscillations with a frequency increasing with time. -🆕 The LPPLS Confidence Indicator (LPPLS CI), an indicator derived from the LPPLS model, is applied to both G7 and BRICS nations and has been made available as a digital resource. To experience and interact with the data visualization, one can access the platform hosted by Boulder Investment Technologies at ✨[signals.boulderinvestment.tech](https://signals.boulderinvestment.tech)✨. +Try the demo: +[![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)]([your_colab_link_here](https://colab.research.google.com/drive/1Qvbdj4DGNcC9Oop9mA6Vzdvsoec6k2I0?usp=sharing)) Here is the model: diff --git a/setup.py b/setup.py index 54f6c0d..76cffb6 100644 --- a/setup.py +++ b/setup.py @@ -4,7 +4,7 @@ long_description = fh.read() setuptools.setup(name='lppls', - version='0.6.18', + version='0.6.19', description='A Python module for fitting the LPPLS model to data.', packages=['lppls'], author='Josh Nielsen',