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: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Frontiers Media S.A.
2026-03-01
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| coleção: | Frontiers in Physics |
| Assuntos: | |
| Acesso em linha: | https://www.frontiersin.org/articles/10.3389/fphy.2026.1704185/full |
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