Investigation of flash crash via topological data analysis (Q820670)

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Investigation of flash crash via topological data analysis
scientific article

    Statements

    title
    Investigation of flash crash via topological data analysis (English)
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    author
    Wonse Kim
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    Younng-Jin Kim
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    Gihyun Lee
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    Woong Kook
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    publication date
    27 September 2021
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    zbMATH Keywords
    persistence landscape
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    flash crash
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    time series analysis
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    62P05
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    62R40
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    zbMATH DE Number
    7401508
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    OpenAlex ID
    W3112545626
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    arXiv ID
    2008.11558
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