Topological data analysis of financial time series: landscapes of crashes
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Publication:2148680
DOI10.1016/J.PHYSA.2017.09.028OpenAlexW2597495304MaRDI QIDQ2148680FDOQ2148680
Publication date: 24 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.04385
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Cited In (28)
- On detecting dynamical regime change using a transformation cost metric between persistent homology diagrams
- Investigation of flash crash via topological data analysis
- Topological features of multivariate distributions: dependency on the covariance matrix
- Some recent trends in embeddings of time series and dynamic networks
- Detecting bifurcations in dynamical systems with CROCKER plots
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- Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection
- Persistent homology detects curvature
- An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications
- Dynamic topological data analysis of functional human brain networks
- Ensemble forecasting of the Zika space-time spread with topological data analysis
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry
- PERCEPT: A New Online Change-Point Detection Method using Topological Data Analysis
- On limit theorems for persistent Betti numbers from dependent data
- Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution
- Pairs trading with topological data analysis
- Phenotyping OSA: a time series analysis using fuzzy clustering and persistent homology
- Simplicial complexes and complex systems
- Ensemble Mapper
- Topological Data Analysis of Financial Time Series: Landscapes of Crashes
- Topological recognition of critical transitions in time series of cryptocurrencies
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