Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk.
Jeremy D. TurielPaolo BaruccaTomaso AstePublished in: Entropy (2022)
Keyphrases
- financial markets
- risk management
- black scholes
- financial risk
- portfolio theory
- early warning
- market data
- stock market
- portfolio selection
- investment strategies
- stock price
- technical indicators
- decision support system
- generative model
- machine learning
- agent based modeling
- stock returns
- decision making
- bag of words
- data mining
- trading strategies