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Update app.py

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  1. app.py +28 -27
app.py CHANGED
@@ -43,6 +43,34 @@ This application analyzes asset price data using Wasserstein distances to detect
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  Wasserstein distances, derived from persistence diagrams in Topological Data Analysis (TDA), help identify significant shifts in asset price behaviors for both stocks and cryptocurrencies.
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  """)
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  # Sidebar for "How to Use" instructions inside an expander, closed by default
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  with st.sidebar.expander("How to Use", expanded=False):
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  st.write("""
@@ -98,33 +126,6 @@ if st.sidebar.button('Run Analysis'):
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  fig.update_layout(title='Wasserstein Distances Over Time', xaxis_title='Date', yaxis_title='Wasserstein Distance')
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  st.plotly_chart(fig, use_container_width=True)
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- # Explanation of the Wasserstein Distance method
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- st.subheader("Wasserstein Distance Methodology")
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- st.write("""
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- The Wasserstein distance is a measure from optimal transport theory, used here to compare distributions of log returns in different time windows.
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- A high Wasserstein distance indicates a significant change in the price dynamics, which might suggest a market event or shift in investor sentiment.
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- """)
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-
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- st.latex(r'''
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- W(P, Q) = \inf_{\gamma \in \Pi(P, Q)} \mathbb{E}_{(x,y) \sim \gamma} [d(x, y)]
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- ''')
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-
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- st.write("""
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- - Where \( W(P, Q) \) is the Wasserstein distance between distributions \( P \) and \( Q \).
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- - \( d(x, y) \) is the distance between points \( x \) and \( y \).
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- - \( \gamma \) is a joint distribution with marginals \( P \) and \( Q \).
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- """)
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-
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- # Interpretation of results
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- st.subheader("Interpretation of Results")
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- st.write("""
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- **Wasserstein Distance Analysis:**
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- The Wasserstein distance quantifies changes in the log returns of asset prices over time.
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- A high distance indicates a significant shift in price dynamics, potentially due to a market event or a change in investor behavior.
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- """)
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-
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- st.write(f"Threshold: {threshold}")
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-
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  st.write("""
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  **Plot Interpretation:**
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  - The first plot shows the asset price over time with alerts marked in red.
 
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  Wasserstein distances, derived from persistence diagrams in Topological Data Analysis (TDA), help identify significant shifts in asset price behaviors for both stocks and cryptocurrencies.
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  """)
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+ with st.expander("Wasserstein Distance Methodology", expanded=False):
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+ # Explanation of the Wasserstein Distance method
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+ st.subheader("Wasserstein Distance Methodology")
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+ st.write("""
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+ The Wasserstein distance is a measure from optimal transport theory, used here to compare distributions of log returns in different time windows.
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+ A high Wasserstein distance indicates a significant change in the price dynamics, which might suggest a market event or shift in investor sentiment.
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+ """)
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+
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+ st.latex(r'''
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+ W(P, Q) = \inf_{\gamma \in \Pi(P, Q)} \mathbb{E}_{(x,y) \sim \gamma} [d(x, y)]
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+ ''')
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+
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+ st.write("""
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+ - Where \( W(P, Q) \) is the Wasserstein distance between distributions \( P \) and \( Q \).
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+ - \( d(x, y) \) is the distance between points \( x \) and \( y \).
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+ - \( \gamma \) is a joint distribution with marginals \( P \) and \( Q \).
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+ """)
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+
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+ # Interpretation of results
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+ st.subheader("Interpretation of Results")
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+ st.write("""
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+ **Wasserstein Distance Analysis:**
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+ The Wasserstein distance quantifies changes in the log returns of asset prices over time.
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+ A high distance indicates a significant shift in price dynamics, potentially due to a market event or a change in investor behavior.
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+ """)
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+
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+ st.write(f"Threshold: {threshold}")
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+
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  # Sidebar for "How to Use" instructions inside an expander, closed by default
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  with st.sidebar.expander("How to Use", expanded=False):
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  st.write("""
 
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  fig.update_layout(title='Wasserstein Distances Over Time', xaxis_title='Date', yaxis_title='Wasserstein Distance')
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  st.plotly_chart(fig, use_container_width=True)
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  st.write("""
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  **Plot Interpretation:**
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  - The first plot shows the asset price over time with alerts marked in red.