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Ricci Curvature as Market Fragility Indicator by Minhajul Islam is a document available to read on EtoBox.

What is Ricci Curvature as Market Fragility Indicator about?

This research article explores the relationship between Ricci curvature and systemic risk in financial markets, positing that Ricci curvature can serve as a quantitative indicator of market fragility. By analyzing daily stock returns from the S&P 500 over 15 years, the authors demonstrate that changes in Ricci curvature precede financial crashes, highlighting its potential as a

Author

Minhajul Islam

Language

EN