Search Results - subject:"Topological data analysis"

Return trajectory and the forecastability of bitcoin returns

Rudkin, Simon; Qiu, Wanling; Dłotko, Paweł - In: The financial review : the official publication of the … 60 (2025) 2, pp. 509-539

Persistent link: https://www.econbiz.de/10015396504

An economic topology of the Brexit vote

Rudkin, Simon; Barros, Lucy; Dłotko, Paweł; Qiu, Wanling - In: Regional studies : official journal of the Regional … 58 (2024) 3, pp. 601-618

Persistent link: https://www.econbiz.de/10014556662

A novel loss function for neural network models exploring stock realized volatility using Wasserstein Distance

Souto, Hugo Gobato; Moradi, Amir - 2024

This study proposes a novel loss function for neural network models that explores the topological structure of stock realized volatility (RV) data by adding Wasserstein Distance (WD). The study shows that the proposed loss statistically significantly improves the forecast accuracy of neural...

Persistent link: https://www.econbiz.de/10014533496

Artificial intelligence for detecting price surges based on network features of crypto asset transactions

Ikeda, Yūichi; Aoyama, Hideaki; Hatsuda, Tetsuo; … - 2025

Persistent link: https://www.econbiz.de/10015558547

An integrated image visibility graph and topological data analysis for extracting time series features

Singh, Manoj K.; Chaube, Shshank; Pant, Sangeeta; … - 2023

combining features extracted from two popular techniques, one from the persistence diagram, a summary of topological data … analysis, and another from the visibility graph, a popular approach for constructing complex networks. We further present a …

Persistent link: https://www.econbiz.de/10014516925