Investigation of flash crash via topological data analysis (Q820670): Difference between revisions
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Property / DOI: 10.1016/j.topol.2020.107523 / rank | |||
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Property / arXiv ID: 2008.11558 / rank | |||
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Property / cites work: Statistical topological data analysis using persistence landscapes / rank | |||
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Property / cites work: Categorification of persistent homology / rank | |||
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Property / cites work: Topological data analysis of financial time series: landscapes of crashes / rank | |||
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Property / DOI: 10.1016/J.TOPOL.2020.107523 / rank | |||
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Latest revision as of 04:06, 10 December 2024
scientific article
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English | Investigation of flash crash via topological data analysis |
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Investigation of flash crash via topological data analysis (English)
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27 September 2021
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persistence landscape
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flash crash
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time series analysis
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