Persistent homology of Vietoris-Rips filtrations on Takens-embedded crypto returns yields a Topological Persistence Norm for regime characterization and leverage calibration.
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Topological Complexity and Phase Space Stability: A Persistent Homology Approach to Cryptocurrency Risk
Persistent homology of Vietoris-Rips filtrations on Takens-embedded crypto returns yields a Topological Persistence Norm for regime characterization and leverage calibration.