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Topological Machine Learning for Financial Crisis Detection: Early Warning Signals from Persistent Homology
We propose a strictly causal early–warning framework for financial crises based on topological signal extraction from multivariate return streams. Sliding windows of daily log–returns are mapped to point clouds, from which Vietoris–Rips persistence diagrams are computed and summarised by persistence...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2025-09-01
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| Schriftenreihe: | Computers |
| Schlagworte: | |
| Online Zugang: | https://www.mdpi.com/2073-431X/14/10/408 |
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