The better turbulence index? : forecasting adverse financial markets regimes with persistent homology
Eduard Baitinger, Samuel Flegel
| Year of publication: |
2021
|
|---|---|
| Authors: | Baitinger, Eduard ; Flegel, Samuel |
| Subject: | Persistent homology | Turbulence | Regime shifts | Investment strategy | Topological data analysis | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Theorie | Theory | Volatilität | Volatility | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-020-00377-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616161