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A persistent-homology-based turbulence index & some applications of TDA on financial markets - MaRDI portal

A persistent-homology-based turbulence index & some applications of TDA on financial markets (Q6393377)

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preprint article from arXiv
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English
A persistent-homology-based turbulence index & some applications of TDA on financial markets
preprint article from arXiv

    Statements

    10 March 2022
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    q-fin.MF
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    math.AT
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    q-fin.CP
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    Miguel A. Ruiz-Ortiz
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    José Carlos Gómez-Larrañaga
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    Jesús Rodríguez-Viorato
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    Identifiers

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