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From the 2008 Crash to COVID-19: A Topological Analysis

Written by @marketcrash | Published on 2025/9/3

TL;DR
This article summarizes the findings for the 2008 and COVID-19 crashes across various continents.

I. Introduction

II. Methodology

III. TDA Approach to analyzing multiple time series

IV. Data Analyzed

V. Results and Discussion

A. Obtaining point cloud from stock price time-series

B. EE due to the 2008 Financial crisis

C. EE due to COVID-19 pandemic

D. Impact of COVID-19 on different Indian sectors

VI. Conclusion

VII. Acknowledgments and References

B. EE due to the 2008 Financial crisis

Authors:

(1) Anish Rai, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(2) Buddha Nath Sharma, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(3) Salam Rabindrajit Luwang, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(4) Md.Nurujjaman, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(5) Sushovan Majhi, Data Science Program, George Washington University, USA, 20052.


This paper is available on arxiv under CC BY 4.0 DEED license.

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Written by
@marketcrash
Market Crash

Topics and
tags
stock-market|stock-market-crashes|extreme-events-(ees)|wasserstein-distance|financial-crises-analysis|covid-19-pandemic-impact|2008-global-financial-crisis|us-stock-market
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