Table of Links
III. TDA Approach to analyzing multiple time series
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
VII. Acknowledgments and References
V. RESULTS AND DISCUSSION
This section shows the result of the identification of continent-wise extreme events (EEs) during the 2008 financial crisis and the COVID-19 pandemic using TDA. It allows the identification of EEs from multiple stock time series at once. Also, a sector-wise impact of the COVID-19 pandemic is analyzed in the Indian stock market.
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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