Why topological data analysis detects financial bubbles?

DOI10.1016/j.cnsns.2023.107665zbMath1530.91541arXiv2304.06877OpenAlexW4388336451MaRDI QIDQ6144157

Vahid Nateghi, Matteo Manzi, Unnamed Author, Marian Gidea

Publication date: 5 January 2024

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

Full work available at URL: https://arxiv.org/abs/2304.06877

zbMATH Keywords

financial time seriestopological data analysisfinancial bubbles

Mathematics Subject Classification ID

Financial markets (91G15) Topological data analysis (62R40)

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