Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash.
Tsung-Wen YenKelin XiaSiew Ann CheongPublished in: Entropy (2021)
Keyphrases
- financial markets
- stock price
- stock market
- market data
- black scholes
- technical indicators
- financial institutions
- stock returns
- risk management
- early warning
- trading systems
- trading strategies
- option pricing
- fractional brownian motion
- stock exchange
- short term
- search engine
- information systems
- investment strategies
- foreign exchange
- market conditions
- exchange rate
- news articles
- long term