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Early warning signals of financial crises using persistent homology

Mohd Sabri Ismail, Mohd Sabri Ismail, Mohd Salmi Md Noorani, Munira Ismail, Munira Ismail, Fatimah Abdul Razak, Mohd Almie Alias

2021Physica A Statistical Mechanics and its Applications32 citationsDOI

Topics & Concepts

EconometricsAutocorrelationWarning systemStatisticsMathematicsResidualFinancial marketBankruptcyEconomicsComputer scienceFinanceAlgorithmTelecommunicationsTopological and Geometric Data AnalysisEcosystem dynamics and resilienceComplex Systems and Time Series Analysis
Early warning signals of financial crises using persistent homology | Litcius