most citedA persistent-homology-based turbulence index & some applications of TDA on financial markets

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q-fin.MF2022★ 1 cited

A persistent-homology-based turbulence index & some applications of TDA on financial markets

Miguel A. Ruiz-Ortiz, José Carlos Gómez-Larrañaga, Jesús Rodríguez-Viorato

Topological Data Analysis (TDA) is a modern approach to Data Analysis focusing on the topological features of data; it has been widely studied in recent years and used extensively…