Introduction of L0 norm and application of L1 and C1 norm in the study of time-series
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866916087180820480 |
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| author | Garcia, Victor Ujaldon |
| author_facet | Garcia, Victor Ujaldon |
| contents | Four markets are considered: Cryptocurrencies / South American exchange rate / Spanish Banking indices and European Indices and studied using TDA (Topological Data Analysis) tools. These tools are used to predict and showcase both strengths and weakness of the current TDA tools. In this paper a new tool $L0$ norm is defined and complemented with the already existing $C1$ norm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_05423 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Introduction of L0 norm and application of L1 and C1 norm in the study of time-series Garcia, Victor Ujaldon Statistical Finance Four markets are considered: Cryptocurrencies / South American exchange rate / Spanish Banking indices and European Indices and studied using TDA (Topological Data Analysis) tools. These tools are used to predict and showcase both strengths and weakness of the current TDA tools. In this paper a new tool $L0$ norm is defined and complemented with the already existing $C1$ norm. |
| title | Introduction of L0 norm and application of L1 and C1 norm in the study of time-series |
| topic | Statistical Finance |
| url | https://arxiv.org/abs/2401.05423 |