How UP mathematicians detect potential stock market crashes

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Stock Market News

Topological Data Analysis

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Mathematicians from the University of the Philippines Diliman have found a new approach to analyzing stock market movements.Topological data analysis , which finds patterns in large datasets, was utilized by Ela Mae Riñon and Dr. Rachelle Sambayan of the UP Diliman College of Science Institute of Mathematics to predict when the stock market was about to crash.

''In this case, the researchers classify the figures into three homology groups: connected components, which are open shapes like line segments; loops, which are closed shapes like triangles; and cavities, which are shapes that extend to the third dimension.''They found that when the market was about to crash, the data points began to cluster together, which made their corresponding figures more likely to change homology groups.

 

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