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Traditional risk measures in finance, predominantly based on the second moment of return distributions or tail risk heuristics (VaR/CVaR), fail to account for the intrinsic geometric structure of market dynamics. This paper introduces a…

General Topology · Mathematics 2026-04-16 Gabriel Santana , Jemirson Ramirez

Graph-based representations of point-cloud data are widely used in data science and machine learning, including epsilon-graphs that contain edges between pairs of data points that are nearer than epsilon and kNN-graphs that connect each…

Algebraic Topology · Mathematics 2022-06-13 Minh Quang Le , Dane Taylor

Deep learning methods have achieved a lot of success in various applications involving converting wearable sensor data to actionable health insights. A common application areas is activity recognition, where deep-learning methods still…

Signal Processing · Electrical Eng. & Systems 2024-07-09 Eun Som Jeon , Hongjun Choi , Ankita Shukla , Yuan Wang , Hyunglae Lee , Matthew P. Buman , Pavan Turaga

In recent years, graph neural networks (GNNs) have emerged as a potent tool for learning on graph-structured data and won fruitful successes in varied fields. The majority of GNNs follow the message-passing paradigm, where representations…

Machine Learning · Computer Science 2024-08-30 Yurui Lai , Xiaoyang Lin , Renchi Yang , Hongtao Wang

In recent years there has been noticeable interest in the study of the "shape of data". Among the many ways a "shape" could be defined, topology is the most general one, as it describes an object in terms of its connectivity structure:…

Machine Learning · Statistics 2017-09-22 Tullia Padellini , Pierpaolo Brutti

This paper extends the key concept of persistence within Topological Data Analysis (TDA) in a new direction. TDA quantifies topological shapes hidden in unorganized data such as clouds of unordered points. In the 0-dimensional case the…

Computational Geometry · Computer Science 2020-07-23 Yury Elkin , Vitaliy Kurlin

Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited. In this work, a system developed for a leading provider of cloud…

Machine Learning · Computer Science 2020-09-09 Rodrigo Rivera-Castro , Aleksandr Pletnev , Polina Pilyugina , Grecia Diaz , Ivan Nazarov , Wanyi Zhu , Evgeny Burnaev

This paper presents a new clustering algorithm for space-time data based on the concepts of topological data analysis and in particular, persistent homology. Employing persistent homology - a flexible mathematical tool from algebraic…

Machine Learning · Statistics 2019-10-28 Umar Islambekov , Yulia Gel

Decoupled dataset distillation (DD) compresses large corpora into a few synthetic images by matching a frozen teacher's statistics. However, current residual-matching pipelines rely on static real patches, creating a fit-complexity gap and…

Computer Vision and Pattern Recognition · Computer Science 2026-03-18 Muquan Li , Hang Gou , Yingyi Ma , Rongzheng Wang , Ke Qin , Tao He

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence…

Mathematical Finance · Quantitative Finance 2017-11-22 Marian Gidea , Yuri Katz

Time-delay embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing the phase space dynamics of time-series data. Persistent homology effectively identifies global topological features, such as loops…

Statistics Theory · Mathematics 2026-04-21 Donghyun Park , Junhyun An , Taehyoung Kim , Jisu Kim

In this work we define a metric structure to compare functions defined on different merge trees. The metric introduced possesses some stability properties, which we illustrate within a standard topological data analysis (TDA) framework, and…

Combinatorics · Mathematics 2025-07-25 Matteo Pegoraro

In this paper, we propose a method that extends the persistence-based topological data analysis (TDA) that is typically used for characterizing shapes to general networks. We introduce the concept of the community tree, a tree structure…

Social and Information Networks · Computer Science 2022-04-08 Wei Guo , Ruqian Chen , Yen-Chi Chen , Ashis G. Banerjee

We characterize structures such as monotonicity, convexity, and modality in smooth regression curves using persistent homology. Persistent homology is a key tool in topological data analysis that detects higher-dimensional topological…

Algebraic Topology · Mathematics 2025-10-28 Satish Kumar , Subhra Sankar Dhar

The reliable operation of finite-time quantum heat engines is fundamentally limited by control imperfections that induce nonadiabatic phase accumulation and quantum friction, degrading the stability of the thermodynamic cycle. Traditional…

Topological data analysis (TDA) has emerged as an effective approach in data science, with its key technique, persistent homology, rooted in algebraic topology. Although alternative approaches based on differential topology, geometric…

Algebraic Topology · Mathematics 2025-04-01 Faisal Suwayyid , Guo-Wei Wei

Topological data analysis (TDA) is gaining prominence across a wide spectrum of machine learning tasks that spans from manifold learning to graph classification. A pivotal technique within TDA is persistent homology (PH), which furnishes an…

Almost all statistical and machine learning methods in analyzing brain networks rely on distances and loss functions, which are mostly Euclidean or matrix norms. The Euclidean or matrix distances may fail to capture underlying subtle…

Computational Geometry · Computer Science 2021-02-18 Moo K. Chung , Alexander Smith , Gary Shiu

Persistence diagrams are one of the main tools in the field of Topological Data Analysis (TDA). They contain fruitful information about the shape of data. The use of machine learning algorithms on the space of persistence diagrams proves to…

Computational Geometry · Computer Science 2021-08-10 Yu-Min Chung , Austin Lawson

The R package innsight offers a general toolbox for revealing variable-wise interpretations of deep neural networks' predictions with so-called feature attribution methods. Aside from the unified and user-friendly framework, the package…

Machine Learning · Statistics 2025-01-22 Niklas Koenen , Marvin N. Wright