Quantitative analysis of financial system fragility based on manifold curvature

DOI10.1016/j.physa.2019.04.030OpenAlexW2940675424WikidataQ128010928 ScholiaQ128010928MaRDI QIDQ2158963

Xin Huang, Yan Huang, Jiansong Wan

Publication date: 26 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.030

zbMATH Keywords

manifold learningfinancial systemdynamical propertiesfragility analysis

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Detecting Causality in Complex Ecosystems
• Boltzmann, Darwin and directionality theory
• Locally linear discriminant embedding: An efficient method for face recognition
• A class of Wasserstein metrics for probability distributions
• Practical method for determining the minimum embedding dimension of a scalar time series
• Ricci curvature for metric-measure spaces via optimal transport
• Ricci curvature of metric spaces
• Laplacian Eigenmaps for Dimensionality Reduction and Data Representation

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