The Math Behind Finance: A Guide to Relevant Research

Written by marketcrash | Published 2025/09/03
Tech Story Tags: stock-market | extreme-events-(ees) | stock-market-crashes | persistent-homology | wasserstein-distance | financial-crises-analysis | covid-19-pandemic-impact | financial-mathematics

TLDRExplore a curated list of academic references on extreme events in financial markets, the use of statistical mechanics in finance, and the application of Topological Data Analysis (TDA). via the TL;DR App

Table of Links

I. Introduction

II. Methodology

III. TDA Approach to analyzing multiple time series

IV. Data Analyzed

V. Results and Discussion

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

VI. Conclusion

VII. Acknowledgments and References

VII. ACKNOWLEDGEMENTS

We would like to acknowledge NIT Sikkim for allocating doctoral fellowship to Anish Rai, Buddha Nath Sharma and SR Luwang. We also like to acknowledge the inputs provided by Kundan Mukhia.

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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.


Written by marketcrash | Market Crash
Published by HackerNoon on 2025/09/03