Identifying Extreme Events: A Stock Market Case Study of North America and Europe

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

A. Obtaining point cloud from stock price time-series

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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.

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This paper is available on arxiv under CC BY 4.0 DEED license.

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