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Proving the existence of speculative financial bubbles even a posteriori hasproven exceedingly difficult so anticipating a speculative bubble ex ante wouldat first seem an impossible task. Still as illustrated by the recent turmoil infinancial markets initiated by the so called subprime crisis there is clearlyan urgent need for new tools in our understanding and handling of financialspeculative bubbles. In contrast to periods of fast growth, the nature ofmarket dynamics profoundly changes during speculative bubbles where selfcontained strategies often leads to unconditional buying. A critical questionis therefore whether such a signature can be quantified, and if so, used in theunderstanding of what are the sufficient and necessary conditions in thecreation of a speculative bubble. Here we show a new technique, based on agentbased simulations, gives a robust measure of detachment of trading choicescreated by feedback, and predicts the onset of speculative bubbles inexperiments with human subjects. We use trading data obtained from experimentswith humans as input to computer simulations of artificial agents that useadaptive strategies defined from game theory....

Detecting speculative bubbles created in experiments via decoupling in agent based models