Research overview
The authors examine the evolution of US stock-market time series around major financial crises, using persistent homology to study patterns in the data and potential early warning signals.
Connection to our practice
The study provides an example of quantitative methods applied to questions of financial stability. Historical patterns motivate further investigation; they do not guarantee predictive performance in future markets.
This research predates the establishment of Albius AI Partners. Consult the original publication for methods, findings, and limitations.
Authors at Albius
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