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https://github.com/giotto-ai/stock-market-crashes
How to detect stock market crashes with topology.
https://github.com/giotto-ai/stock-market-crashes
Last synced: about 1 month ago
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How to detect stock market crashes with topology.
- Host: GitHub
- URL: https://github.com/giotto-ai/stock-market-crashes
- Owner: giotto-ai
- License: other
- Created: 2019-11-20T13:17:00.000Z (about 5 years ago)
- Default Branch: master
- Last Pushed: 2021-04-14T21:28:42.000Z (over 3 years ago)
- Last Synced: 2023-03-10T00:32:37.562Z (almost 2 years ago)
- Language: Jupyter Notebook
- Size: 2.97 MB
- Stars: 69
- Watchers: 5
- Forks: 44
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# Detecting Stock Market Crashes with Topological Data Analysis
## What is it?
A demo on how to build a simple topological detector to analyse stock market crashes. To learn more, have a look at our [blog post](https://towardsdatascience.com/detecting-stock-market-crashes-with-topological-data-analysis-7d5dd98abe42).
## Getting started
Spin up a virtual environment and install the required libraries:
```
virtualenv -p python3.7 env
pip install -r requirements.txt
```
To make plotly play nice with JupyterLab one needs to also run
```
# Avoid "JavaScript heap out of memory" errors during extension installation
# (OS X/Linux)
export NODE_OPTIONS=--max-old-space-size=4096
# (Windows)
set NODE_OPTIONS=--max-old-space-size=4096
# Jupyter widgets extension
jupyter labextension install @jupyter-widgets/[email protected] --no-build
# FigureWidget support
jupyter labextension install [email protected] --no-build
# and jupyterlab renderer support
jupyter labextension install [email protected] --no-build
# JupyterLab chart editor support (optional)
jupyter labextension install [email protected] --no-build
# Build extensions (must be done to activate extensions since --no-build is used above)
jupyter lab build
# Unset NODE_OPTIONS environment variable
# (OS X/Linux)
unset NODE_OPTIONS
# (Windows)
set NODE_OPTIONS=
```