Why topological data analysis detects financial bubbles? (Q6144157): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.cnsns.2023.107665 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W4388336451 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3658782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Climate tipping as a noisy bifurcation: a predictive technique / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Recognition and Tagging of Topologically Different Regimes in Dynamical Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Critical transitions in a model of a genetic regulatory system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial crashes as endogenous jumps: estimation, testing and forecasting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous versus exogenous shocks in systems with memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES / rank
 
Normal rank
Property / cites work
 
Property / cites work: CRASHES AS CRITICAL POINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Mathematical Theory of Financial Bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to Detect an Asset Bubble / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dating the timeline of financial bubbles during the subprime crisis / rank
 
Normal rank
Property / cites work
 
Property / cites work: FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological data analysis of financial time series: landscapes of crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological recognition of critical transitions in time series of cryptocurrencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological features of multivariate distributions: dependency on the covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological data analysis of noise: uniform unimodal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bitcoin risk modeling with blockchain graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction accuracy and sloppiness of log-periodic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical topological data analysis using persistence landscapes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A persistence landscapes toolbox for topological statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Persistence stability for geometric complexes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Embedology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sliding windows and persistence: an application of topological methods to signal analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological data analysis for true step detection in periodic piecewise constant signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: HePPCAT: Probabilistic PCA for Data With Heteroscedastic Noise / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CNSNS.2023.107665 / rank
 
Normal rank

Latest revision as of 18:52, 30 December 2024

scientific article; zbMATH DE number 7784310
Language Label Description Also known as
English
Why topological data analysis detects financial bubbles?
scientific article; zbMATH DE number 7784310

    Statements

    Why topological data analysis detects financial bubbles? (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    5 January 2024
    0 references
    topological data analysis
    0 references
    financial time series
    0 references
    financial bubbles
    0 references
    0 references
    0 references

    Identifiers