267 citations · 332 across the 2 of their papers we have counts for
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q-fin.MF2018★ 65 cited
Topological recognition of critical transitions in time series of cryptocurrencies
Marian Gidea, Daniel Goldsmith, Yuri Katz +2
We analyze the time series of four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital market crash at the end of 2017 - beginning 2018. We introduc…
q-fin.MF2017★ 267 cited
Topological Data Analysis of Financial Time Series: Landscapes of Crashes
Marian Gidea, Yuri Katz
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based…