Concepedia

Yuri A. Katz

YA

4

Publications

276

Citations

4

H-Index

2013

Active since

Affiliations

Yeshiva University(Current)

Yuri A. Katz is an author at Yeshiva University specializing in financial engineering, business, and finance.

ORCID

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Publications per year

2013–2021

4

Publications

4

Topological data analysis of financial time series: Landscapes of crashes

Marian Gidea, Yuri A. Katz · Physica A Statistical Mechanics and its Applications · 2017 · 231 citations · Full text

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Topological Data Analysis of Financial Time Series: Landscapes of Crashes

Marian Gidea, Yuri A. Katz · SSRN Electronic Journal · 2017 · 18 citations · Full text

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Time-resolved topological data analysis of market instabilities

Yuri A. Katz, Alain Biem · Physica A Statistical Mechanics and its Applications · 2021 · 14 citations

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<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si10.gif" display="inline" overflow="scroll"><mml:mi>q</mml:mi></mml:math>-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

Yuri A. Katz, Tian Li · Physica A Statistical Mechanics and its Applications · 2013 · 13 citations

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