
Topology Data Analysis Using Mean Persistence Landscapes in Financial Crashes
Author(s) -
Álex Aguilar,
Katherine B. Ensor
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.104038
Subject(s) - topological data analysis , persistent homology , persistence (discontinuity) , stock (firearms) , econometrics , stock market , point cloud , time series , computer science , mathematics , statistics , geography , algorithm , engineering , artificial intelligence , context (archaeology) , geotechnical engineering , archaeology