GitHub repository: Janeyaoo/Detecting-Change-Points-in-Multivariate-Stock-prices-Using-Topology-data-analysis
Primary language: R
Created: 2025-01-16T14:08:19Z
Description: Our study uses the persistent homology in topological data analysis to construct an indicator to measure changes in financial time series data and establish a time window that can represent local financial market turmoil.