Analyzing stock market data using Persistent Homology

(Joseph Opitz and Adam Moser)

In this project we explore stock market data using persistent homology.

Some very rough guidelines will be given to help you start thinking about the project. More details will be provided during subsequent discussions.

1. Look up the paper “Identifying extreme events in the stock market: A topological data analysis” Rai, Sharma, Luwang, Nurujjaman, Majhi
2. Look up the paper “Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective” Rai, Sharma, Luwang, Nurujjaman, Majhi