Time-resolved topological data analysis of market instabilities
Yuri A. Katz, Alain Biem
Topics & Concepts
EmbeddingSliding window protocolCurse of dimensionalityEconometricsTopological data analysisHyperparameterTime seriesComputer scienceSeries (stratigraphy)Monte Carlo methodMathematicsEconomicsAlgorithmArtificial intelligenceStatisticsWindow (computing)Machine learningPaleontologyOperating systemBiologyTopological and Geometric Data AnalysisEcosystem dynamics and resilience