Topological features of multivariate distributions: dependency on the covariance matrix

DOI10.1016/j.cnsns.2021.105996zbMath1478.62388OpenAlexW3194002972WikidataQ114196517 ScholiaQ114196517MaRDI QIDQ2246988

Yuri A. Katz, Josep Vives, Lloyd L. Aromi

Publication date: 16 November 2021

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2021.105996

zbMATH Keywords

complex systemsfinancial time seriestopological data analysisstatistical topology

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Persistent homology and applications, topological data analysis (55N31) Topological data analysis (62R40)

Related Items (2)

Why topological data analysis detects financial bubbles? ⋮ Topological data analysis of noise: uniform unimodal distributions

Uses Software

• MASS (R)
• TDA
• SW1PerS

Cites Work

• Unnamed Item
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