Identifying Extreme Events in the Stock Market: A Topological Data Analysis
Fuente:
arXiv
Saved in:
| Main Authors: | Rai, Anish, Sharma, Buddha Nath, Luwang, Salam Rabindrajit, Nurujjaman, Md., Majhi, Sushovan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
by: Sharma, Buddha Nath, et al.
Published: (2025)
by: Sharma, Buddha Nath, et al.
Published: (2025)
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
by: Mukhia, Kundan, et al.
Published: (2025)
by: Mukhia, Kundan, et al.
Published: (2025)
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2024)
by: Luwang, Salam Rabindrajit, et al.
Published: (2024)
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
Complex network analysis of cryptocurrency market during crashes
by: Mukhia, Kundan, et al.
Published: (2024)
by: Mukhia, Kundan, et al.
Published: (2024)
Identifying statistical indicators of temporal asymmetry using a data-driven approach
by: Nogare, Teresa Dalle, et al.
Published: (2025)
by: Nogare, Teresa Dalle, et al.
Published: (2025)
Large deviations and conditioning for chaotic non-invertible deterministic maps: analysis via the forward deterministic dynamics and the backward stochastic dynamics
by: Monthus, Cecile
Published: (2023)
by: Monthus, Cecile
Published: (2023)
Multivariate Joint Recurrence Quantification Analysis: detecting coupling between time series of different dimensionalities
by: Wallot, Sebastian, et al.
Published: (2023)
by: Wallot, Sebastian, et al.
Published: (2023)
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
by: Mukhia, Kundan, et al.
Published: (2026)
by: Mukhia, Kundan, et al.
Published: (2026)
Statistics for Differential Topological Properties between Data Sets with an Application to Reservoir Computers
by: Pecora, Louis, et al.
Published: (2024)
by: Pecora, Louis, et al.
Published: (2024)
Survival probability of random networks
by: Peralta-Martinez, Kevin, et al.
Published: (2026)
by: Peralta-Martinez, Kevin, et al.
Published: (2026)
Entropy estimators for Markovian sequences: A comparative analysis
by: De Gregorio, Juan, et al.
Published: (2023)
by: De Gregorio, Juan, et al.
Published: (2023)
A General Framework for Linking Free and Forced Fluctuations via Koopmanism
by: Lucarini, Valerio, et al.
Published: (2025)
by: Lucarini, Valerio, et al.
Published: (2025)
Explicit dynamical properties of the Pelikan random map in the chaotic region and at the intermittent critical point towards the non-chaotic region
by: Monthus, Cecile
Published: (2024)
by: Monthus, Cecile
Published: (2024)
Time-series-analysis-based detection of critical transitions in real-world non-autonomous systems
by: Lehnertz, Klaus
Published: (2024)
by: Lehnertz, Klaus
Published: (2024)
Quantifying the irregularity of a time series
by: Potratzki, Max, et al.
Published: (2025)
by: Potratzki, Max, et al.
Published: (2025)
Analog-based ensembles to characterize turbulent dynamics from observed data
by: Granero-Belinchon, Carlos
Published: (2025)
by: Granero-Belinchon, Carlos
Published: (2025)
Recurrence Patterns Correlation
by: Marghoti, Gabriel, et al.
Published: (2025)
by: Marghoti, Gabriel, et al.
Published: (2025)
Local predictors of explosive synchronization with ordinal methods
by: Leyva, I., et al.
Published: (2025)
by: Leyva, I., et al.
Published: (2025)
Parameter and hidden-state inference in mean-field models from partial observations of finite-size neural networks
by: Ratas, Irmantas, et al.
Published: (2026)
by: Ratas, Irmantas, et al.
Published: (2026)
Universal Scaling Laws in Freeway Traffic
by: Lee, Garyoung, et al.
Published: (2025)
by: Lee, Garyoung, et al.
Published: (2025)
Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions
by: Kraemer, K. Hauke, et al.
Published: (2025)
by: Kraemer, K. Hauke, et al.
Published: (2025)
Classifying Complex Dynamical and Stochastic Systems via Physics-Based Recurrence Features
by: Silveira, J. V. M., et al.
Published: (2025)
by: Silveira, J. V. M., et al.
Published: (2025)
Transcript-based estimators for characterizing interactions
by: Adams, Manuel, et al.
Published: (2025)
by: Adams, Manuel, et al.
Published: (2025)
Eigenvector Geometry as a New Route to Criticality in Random Multiplicative Systems
by: Troude, Virgile, et al.
Published: (2025)
by: Troude, Virgile, et al.
Published: (2025)
Disentangling synchrony from serial dependency in paired event time series
by: Odenweller, Adrian, et al.
Published: (2019)
by: Odenweller, Adrian, et al.
Published: (2019)
Energy-efficient recurrence quantification analysis
by: Marwan, Norbert
Published: (2025)
by: Marwan, Norbert
Published: (2025)
Approach to predicting extreme events in time series of chaotic dynamical systems using machine learning techniques
by: Andreani, Alexandre C., et al.
Published: (2025)
by: Andreani, Alexandre C., et al.
Published: (2025)
Distinguishing pairwise and higher-order interactions in coupled oscillators from time series
by: Su, Weiwei, et al.
Published: (2025)
by: Su, Weiwei, et al.
Published: (2025)
Challenges and perspectives in recurrence analyses of event time series
by: Marwan, Norbert
Published: (2024)
by: Marwan, Norbert
Published: (2024)
Data-driven sequential analysis of tipping in high-dimensional complex systems
by: Hirose, Tomomasa, et al.
Published: (2026)
by: Hirose, Tomomasa, et al.
Published: (2026)
The local Gaussian correlation networks among return tails in the Chinese stock market
by: Liu, Peng
Published: (2025)
by: Liu, Peng
Published: (2025)
Delay Parameter Selection in Permutation Entropy Using Topological Data Analysis
by: Myers, Audun D., et al.
Published: (2019)
by: Myers, Audun D., et al.
Published: (2019)
Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes
by: Soriano, Diogo C., et al.
Published: (2026)
by: Soriano, Diogo C., et al.
Published: (2026)
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
by: Luwang, S. R., et al.
Published: (2025)
by: Luwang, S. R., et al.
Published: (2025)
Invariant Measures for Data-Driven Dynamical System Identification: Analysis and Application
by: Botvinick-Greenhouse, Jonah
Published: (2025)
by: Botvinick-Greenhouse, Jonah
Published: (2025)
Learning fluid physics from highly turbulent data using sparse physics-informed discovery of empirical relations (SPIDER)
by: Gurevich, Daniel R., et al.
Published: (2021)
by: Gurevich, Daniel R., et al.
Published: (2021)
Unifying Lyapunov exponents with probabilistic uncertainty quantification
by: Blake, Liam, et al.
Published: (2024)
by: Blake, Liam, et al.
Published: (2024)
Revealing dynamics of non-autonomous complex systems from data
by: Zhuge, Chengzuo, et al.
Published: (2026)
by: Zhuge, Chengzuo, et al.
Published: (2026)
Similar Items
-
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
by: Sharma, Buddha Nath, et al.
Published: (2025) -
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
by: Mukhia, Kundan, et al.
Published: (2025) -
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2024) -
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2026) -
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)