https://github.com/gudhi/tda_financial_time_series_notebook
This web app is a reimplementation of the paper [TDA of financial time series: Landscapes of crashes](https://arxiv.org/abs/1703.04385) using [gudhi](https://gudhi.inria.fr).
https://github.com/gudhi/tda_financial_time_series_notebook
Last synced: about 2 months ago
JSON representation
This web app is a reimplementation of the paper [TDA of financial time series: Landscapes of crashes](https://arxiv.org/abs/1703.04385) using [gudhi](https://gudhi.inria.fr).
- Host: GitHub
- URL: https://github.com/gudhi/tda_financial_time_series_notebook
- Owner: GUDHI
- License: mit
- Created: 2022-01-28T16:11:30.000Z (over 3 years ago)
- Default Branch: master
- Last Pushed: 2022-05-31T21:54:33.000Z (about 3 years ago)
- Last Synced: 2025-03-26T00:41:23.568Z (2 months ago)
- Language: Jupyter Notebook
- Size: 1.63 MB
- Stars: 5
- Watchers: 3
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# TDA of financial time series
This web app is a reimplementation of the paper
[TDA of financial time series: Landscapes of crashes](https://arxiv.org/abs/1703.04385)
using [gudhi](https://gudhi.inria.fr).
# Interactive dashboard from notebook with Voilà
## How to run it?
| Voilà | JupyterLab |
| :-----------------------: | :---------------------: |
| [](https://mybinder.org/v2/gh/GUDHI/tda_financial_time_series_notebook/master?urlpath=voila%2Frender%2Ftda_web_app.ipynb)| [](https://mybinder.org/v2/gh/GUDHI/tda_financial_time_series_notebook/master?urlpath=lab%2Ftree%2Ftda_web_app.ipynb) |
Binder or Voilà instance creation may take some time, but it requires no local installation.
### Local installation
One can install it easily from conda:
* Install [miniconda3](https://conda.io/miniconda.html) environment .
* Create a new conda environment and activate it:
```bash
conda env create -f environment.yml
conda activate tda_financial_time_series
```
### Run the web app
```bash
voila tda_web_app.ipynb
```
```bash
jupyter lab tda_web_app.ipynb
```
## Data generation
Data are generated using Yahoo! finance pip module to get the four major US stock market
indices: S&P 500, DJIA, NASDAQ, and Russel 2000. To install Yahoo! finance pip module:
```bash
conda install pip --yes
pip install yfinance
```
To generate the data with the latest values (should be done by the Continuous Integration automatically):
```bash
python data_generation.py
```
A new version of `latest.csv` is generated.