Mild explocivity, persistent homology and cryptocurrencies' bubbles: An empirical exercise

Mild explocivity, persistent homology and cryptocurrencies' bubbles: An empirical exercise

An empirical investigation was held regarding whether topological properties associated with point clouds formed by cryptocurrencies' prices could contain information on (locally) explosive dynamics of the processes involved. Those dynamics are associated with financial bubbles. The Phillips, S...

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Bibliographic Details
Main Authors: Stelios Arvanitis, Michalis Detsis
Format: Article
Language:English
Published: AIMS Press 2024-01-01
Series:AIMS Mathematics
Subjects:
financial bubbles
mild explocivity
psy
bubble detection and timestamping
topological data analysis
persistent simplicial homology
persistent landscapes
egarch
cryptocurrencies
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2024045?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2024045?viewType=HTML

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