Topological Data Analysis of Financial Time Series: Landscapes of Crashes
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Publication:6284265
DOI10.1016/J.PHYSA.2017.09.028zbMath1514.62206arXiv1703.04385MaRDI QIDQ6284265
Publication date: 13 March 2017
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Topological data analysis (62R40)
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