In a new study published in The Journal of Finance and Data Science, a researcher from the International School of Business at HAN University of Applied Sciences in the Netherlands introduced the topological tail dependence theory—a new methodology for predicting stock market volatility in times of turbulence.
“The research bridges the gap between the abstract field of topology and the practical world of finance. What’s truly exciting is that this merger has provided us with a powerful tool to better understand and predict stock market behavior during turbulent times,” said Hugo Gobato Souto, sole author of the study.
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