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...

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsmän: Ecaterina Guritanu, Enrico Barbierato, Alice Gatti
Materialtyp: Artigo
Språk:Inglês
Publicerad: MDPI AG 2025-09-01
Serie:Computers
Ämnen:
topological data analysis
early warning signals
financial crisis prediction
Länkar:https://www.mdpi.com/2073-431X/14/10/408
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!

Liknande verk