I have read a thesis which used Cora-3 algorithm to develop the Forex market bubble alarm index (link attached, page 33 - https://www.ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master%20thesis/carron.pdf. But I couldn't find any clue on how the algorithm set and used to produce the alarm index. Can anyone help me in terms of references or ideas?
Cora-3 algorithm to develop bubble index alarm
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