Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash

Tsung-Wen Yen, Kelin Xia, Siew Ann Cheong. Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash. Entropy, 23(9):1211, 2021. [doi]

Authors

Tsung-Wen Yen

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Kelin Xia

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Siew Ann Cheong

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