Using topological data analysis (TDA) and persistent homology to analyze the stock markets in Singapore and Taiwan

• Main Authors: Yen, Peter Tsung-Wen, Cheong, Siew Ann
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2022
• Subjects: Science::Physics; Topological Data Analysis; Econophysics; Applied Topology; Financial Markets; Straits Times Index; Taiwan Capitalization Weighted Stock Index
• Online Access: https://hdl.handle.net/10356/155402
• Institution: Nanyang Technological University

In recent years, persistent homology (PH) and topological data analysis (TDA) have gained increasing attention in the fields of shape recognition, image analysis, data analysis, machine learning, computer vision, computational biology, brain functional networks, financial networks, haze detection, e...