Why topological data analysis detects financial bubbles?

2023/11/04 by Samuel W. Akingbade, Marian Gidea, Matteo Manzi +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Environmental Science · #Complex Systems and Time Series Analysis #Ecosystem dynamics and resilience #Topological and Geometric Data Analysis

paper · doi:10.1016/j.cnsns.2023.107665

openalex publication_date 2023/11/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Citations

• EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
• Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
• Uncertainty, volatility and the persistence norms of financial time series

Cited by

• Null-Validated Topological Signatures of Financial Market Dynamics