Identifying Extreme Events in the Stock Market: A Topological Data Analysis
By Anish Rai, Buddha Nath Sharma, Salam Rabindrajit Luwang, Md.Nurujjaman, Sushovan Majhi
Rating
1530
Battle Count: 103
Relevance
8/10
Highly relevant for risk management and understanding market dynamics during extreme events
Implementation Complexity
7/10
Requires understanding of topological concepts and implementation of persistent homology algorithms
Reproducibility
4/5
The methodology is well-described, and the data sources are specified. However, the exact implementation details are not provided.
About this paper
Methodology: Topological Data Analysis. Problem types: Anomaly Detection, Time Series Analysis.
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