Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/193830
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Aromi, Lloyd L. | - |
dc.contributor.author | Katz, Yuri A. | - |
dc.contributor.author | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.date.accessioned | 2023-02-20T15:20:30Z | - |
dc.date.available | 2023-08-14T05:10:28Z | - |
dc.date.issued | 2021-08-14 | - |
dc.identifier.issn | 1007-5704 | - |
dc.identifier.uri | http://hdl.handle.net/2445/193830 | - |
dc.description.abstract | Topological data analysis provides a new perspective on many problems in the domain of complex systems. Here, we establish the dependency of mean values of functional $p$ norms of 'persistence landscapes' on a uniform scaling of the underlying multivariate distribution. Furthermore, we demonstrate that average values of $p$-norms are decreasing, when the covariance in a system is increasing. To illustrate the complex dependency of these topological features on changes in the variance-covariance matrix, we conduct numerical experiments utilizing bi-variate distributions with known statistical properties. Our results help to explain the puzzling behavior of $p$-norms derived from daily log-returns of major equity indices on European and US markets at the inception phase of the global financial meltdown caused by the COVID-19 pandemic. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Elsevier B.V. | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1016/j.cnsns.2021.105996 | - |
dc.relation.ispartof | Communications In Nonlinear Science And Numerical Simulation, 2021, vol. 103, num. 105996 | - |
dc.relation.uri | https://doi.org/10.1016/j.cnsns.2021.105996 | - |
dc.rights | cc-by-nc-nd (c) Elsevier B.V., 2021 | - |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Processos estocàstics | - |
dc.subject.classification | Estadística | - |
dc.subject.classification | Grups topològics | - |
dc.subject.classification | Homologia | - |
dc.subject.other | Stochastic processes | - |
dc.subject.other | Statistics | - |
dc.subject.other | Topological groups | - |
dc.subject.other | Homology | - |
dc.title | Topological features of multivariate distributions: Dependency on the covariance matrix | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 720837 | - |
dc.date.updated | 2023-02-20T15:20:30Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
720837.pdf | 540.15 kB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License