267 citations · 420 across the 25 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…
q-fin.MF2017★ 1 cited
Topology data analysis of critical transitions in financial networks
Marian Gidea
We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-depe…