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Part 1: Document Description
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Citation |
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Title: |
Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan |
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Identification Number: |
doi:10.21979/N9/8XMZGF |
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Distributor: |
DR-NTU (Data) |
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Date of Distribution: |
2021-02-21 |
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Version: |
1 |
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Bibliographic Citation: |
Cheong, Siew Ann, 2021, "Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan", https://doi.org/10.21979/N9/8XMZGF, DR-NTU (Data), V1 |
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Citation |
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Title: |
Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan |
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Identification Number: |
doi:10.21979/N9/8XMZGF |
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Authoring Entity: |
Cheong, Siew Ann (Nanyang Technological University) |
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Software used in Production: |
Python |
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Grant Number: |
Startup grant |
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Distributor: |
DR-NTU (Data) |
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Access Authority: |
Cheong, Siew Ann |
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Depositor: |
Cheong, Siew Ann |
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Date of Deposit: |
2021-02-21 |
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Holdings Information: |
https://doi.org/10.21979/N9/8XMZGF |
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Study Scope |
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Keywords: |
Computer and Information Science, Mathematical Sciences, Physics, Computer and Information Science, Mathematical Sciences, Physics, topological data analysis, econophysics, applied topology, financial markets, SGX, TAIEX |
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Abstract: |
Data sets and Python scripts for paper published by T.-W. Yen and S. A. Cheong in Frontiers in Physics for a special issue "From Physics to Econophysics back to Physics: Methods and Insights". |
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Kind of Data: |
csv files and Python scripts |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Identification Number: |
10.3389/fphy.2021.572216 |
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Bibliographic Citation: |
Yen, P. T. W., & Cheong, S. A. (2021). Using topological data analysis (TDA) and persistent homology to analyze the stock markets in Singapore and Taiwan. Frontiers in Physics, 9, 20. |
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Citation |
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Identification Number: |
10356/155402 |
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Bibliographic Citation: |
Yen, P. T. & Cheong, S. A. (2021). Using topological data analysis (TDA) and persistent homology to analyze the stock markets in Singapore and Taiwan. Frontiers in Physics, 9, 572216-. |
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Label: |
Betti_numbers.m |
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Notes: |
text/x-matlab |
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Label: |
frontiers_TDA.ipynb |
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Notes: |
application/x-ipynb+json |
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Label: |
Instruction.txt |
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Notes: |
text/plain |
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Label: |
RetrieveStockPriceData.ipynb |
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Notes: |
application/x-ipynb+json |
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Label: |
tickers_SGX.csv |
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Notes: |
text/csv |
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Label: |
tickers_TW.csv |
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Notes: |
text/csv |