5 citations · 6 across the 2 of their papers we have counts for
2 papers
math-ph2023★ 5 cited
Polynomial Stochastic Dynamical Indicators
Massimiliano Vasile, Matteo Manzi
This paper introduces three types of dynamical indicators that capture the effect of uncertainty on the time evolution of dynamical systems. Two indicators are derived from the def…
q-fin.ST2023★ 1 cited
Why Topological Data Analysis Detects Financial Bubbles?
Samuel W. Akingbade, Marian Gidea, Matteo Manzi +1
We present a heuristic argument for the propensity of Topological Data Analysis (TDA) to detect early warning signals of critical transitions in financial time series. Our argument…