Unveiling complex nonlinear dynamics in stock markets through topological data analysis

Testing and characterizing nonlinear serial dependence in financial time series constitutes a critical research focus, extensively applied in examining weak-form market efficiency. This study demonstrates ATCC’s capability to capture nonlinear dependence and employs it to analyze equity market retur...

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Vydané v:	Physica A Ročník 680; s. 131025
Hlavný autor:	Nie, Chun-Xiao
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 15.12.2025
Predmet:	Nonlinear serial dependence Time series Topological correlation coefficient Topological data analysis Topological correlation coefficient Nonlinear serial dependence Topological data analysis Time series
ISSN:	0378-4371
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