Topological data analysis of financial time series: landscapes of crashes
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Publication:2148680
DOI10.1016/j.physa.2017.09.028OpenAlexW2597495304MaRDI QIDQ2148680
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
Related Items (19)
Investigation of flash crash via topological data analysis ⋮ Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection ⋮ Extremal lifetimes of persistent cycles ⋮ Polyhedral expansions of compacta associated to finite approximations ⋮ Topological recognition of critical transitions in time series of cryptocurrencies ⋮ Particle swarm optimization performance for fitting of Lévy noise data ⋮ An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications ⋮ Some recent trends in embeddings of time series and dynamic networks ⋮ Why topological data analysis detects financial bubbles? ⋮ Persistent homology of collider observations: when (w)hole matters ⋮ Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution ⋮ The Persistence Landscape and Some of Its Properties ⋮ Geometric Metrics for Topological Representations ⋮ Topological features of multivariate distributions: dependency on the covariance matrix ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ Persistent homology detects curvature ⋮ On limit theorems for persistent Betti numbers from dependent data ⋮ Simplicial complexes and complex systems ⋮ Phenotyping OSA: a time series analysis using fuzzy clustering and persistent homology
Uses Software
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