Early Warning Signals of Financial Crises Using Persistent Homology and Critical Slowing Down: Evidence From Different Correlation Tests.
Mohd Sabri IsmailMohd Salmi Md NooraniMunira IsmailFatimah Abdul RazakPublished in: Frontiers Appl. Math. Stat. (2022)
Keyphrases
- early warning
- financial crisis
- persistent homology
- financial distress
- financial markets
- foreign exchange
- topological features
- morse theory
- decision support system
- computational geometry
- stock market
- risk management
- quantitative analysis
- stock price
- long term
- multiscale
- belief functions
- decision making
- social network analysis
- image processing