Predicting Market Crashes with Topological Data Analysis

Swiss researchers at the Ecole Polytechnique fédérale de Lausanne (EPFL) predicted market crashes using topological data analysis (TDA). Post Doc Guillaume Tauzin with fellow researchers introduced giotto-tda, a Python library that integrates topological data analysis with machine learning. Using giotto-tda on the runups to the stock-market crashes in 2000 and 2008, the model warned of the danger soon to come.

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