A novel framework for outlier detection in financial markets: a complex network approach with visibility graphs

IntroductionThe increasing complexity and non-linearity of financial markets make traditional linear models inadequate for systemic risk assessments. This study aims to develop a new framework for identifying outlier events and critical transitions in financial markets.MethodsWe propose a framework...

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Principais autores:	Hao Li, Linan Chen, Gaixian Chai, Luyi Zhang
Formato:	Artigo
Idioma:	Inglês
Publicado:	Frontiers Media S.A. 2026-03-01
Series:	Frontiers in Physics
Assuntos:	complex networks critical node identification financial systemic risk Rayleigh entropy visibility graph
Acceso en liña:	https://www.frontiersin.org/articles/10.3389/fphy.2026.1704185/full
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