Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash.

Yen, Peter Tsung-Wen; Xia, Kelin; Cheong, Siew Ann

Yen, Peter Tsung-Wen; Xia, Kelin; Cheong, Siew Ann.

Afiliação

Yen PT; Center for Crystal Researches, National Sun Yet-Sen University, No. 70, Lien-hai Rd., Kaohsiung 80424, Taiwan.
Xia K; Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, 21 Nanyang Link, Singapore 637371, Singapore.
Cheong SA; Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, 21 Nanyang Link, Singapore 637371, Singapore.

Entropy (Basel) ; 23(9)2021 Sep 14.

Article em En | MEDLINE | ID: mdl-34573837

Palavras-chave

SGX; TAIEX; correlation filtering; econophysics; financial markets; minimal spanning tree; planar maximally filtered graph; topological data analysis

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Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Tipo de estudo: Health_economic_evaluation Idioma: En Revista: Entropy (Basel) Ano de publicação: 2021 Tipo de documento: Article País de afiliação: Taiwan

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