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Topological Data Analysis has grown in popularity in recent years as a way to apply tools from algebraic topology to large data sets. One of the main tools in topological data analysis is persistent homology. This paper uses undergraduate…

Algebraic Topology · Mathematics 2024-06-26 Cheyne Glass , Elizabeth Vidaurre

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

A topos theoretic generalisation of the category of sets allows for modelling spaces which vary according to time intervals. Persistent homology, or more generally, persistence is a central tool in topological data analysis, which examines…

Rings and Algebras · Mathematics 2015-06-23 João Pita Costa , Mikael Vejdemo Johansson , Primož Škraba

This paper is a survey of persistent homology, primarily as it is used in topological data analysis. It includes the theory of persistence modules, as well as stability theorems for persistence barcodes, generalized persistence,…

Algebraic Topology · Mathematics 2020-04-03 Gunnar Carlsson

Persistent homology is a popular method for computing topological features of (metric) data. Standard approaches based on the \v{C}ech or Rips filtration are stable under small perturbations of the data, but highly sensitive to outliers.…

Algebraic Topology · Mathematics 2026-02-27 Pepijn Roos Hoefgeest , Lucas Slot

One of the most interesting tools that have recently entered the data science toolbox is topological data analysis (TDA). With the explosion of available data sizes and dimensions, identifying and extracting the underlying structure of a…

Computational Geometry · Computer Science 2023-06-26 Seonmi Choi , Jinseok Oh , Jeong Rye Park , Seung Yeop Yang , Hongdae Yun

We start with a simple introduction to topological data analysis where the most popular tool is called a persistent diagram. Briefly, a persistent diagram is a multiset of points in the plane describing the persistence of topological…

Statistics Theory · Mathematics 2017-06-28 Christophe Biscio , Jesper Møller

In this paper we study the persistent homology associated with topological crackle generated by distributions with an unbounded support. Persistent homology is a topological and algebraic structure that tracks the creation and destruction…

Probability · Mathematics 2018-10-04 Takashi Owada , Omer Bobrowski

Modern business and economic datasets often exhibit nonlinear, multi-scale structures that traditional linear tools under-represent. Topological Data Analysis (TDA) offers a geometric lens for uncovering robust patterns, such as connected…

Machine Learning · Statistics 2025-11-18 Ioannis Diamantis

The persistent homology of a stationary point process on ${\bf R}^N$ is studied in this paper. As a generalization of continuum percolation theory, we study higher dimensional topological features of the point process such as loops,…

Probability · Mathematics 2016-12-28 Trinh Khanh Duy , Yasuaki Hiraoka , Tomoyuki Shirai

Topological Data Analysis (TDA), an emerging field in investment sciences, harnesses mathematical methods to extract data features based on shape, offering a promising alternative to classical portfolio selection methodologies. We utilize…

Portfolio Management · Quantitative Finance 2026-01-08 Anubha Goel , Amita Sharma , Juho Kanniainen

The aim of applied topology is to use and develop topological methods for applied mathematics, science and engineering. One of the main tools is persistent homology, an adaptation of classical homology, which assigns a barcode, i.e. a…

Algebraic Topology · Mathematics 2018-10-09 Sara Kalisnik Verovsek

In this article, we introduce a Topological Data Analysis (TDA) pipeline for neural spike train data. Understanding how the brain transforms sensory information into perception and behavior requires analyzing coordinated neural population…

Methodology · Statistics 2025-12-10 Cagatay Ayhan , Audrey N. Nash , Roberto Vincis , Martin Bauer , Richard Bertram , Tom Needham

Topological Data Analysis (TDA) is an emergent field that aims to discover topological information hidden in a dataset. TDA tools have been commonly used to create filters and topological descriptors to improve Machine Learning (ML)…

Machine Learning · Computer Science 2021-02-09 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

In this paper, we introduce the persistence transformation, a novel methodology in Topological Data Analysis (TDA) for applications in time series data which can be obtained in various areas such as science, politics, economy, healthcare,…

Algebraic Topology · Mathematics 2024-01-31 Gideon Klaila , Anastasios Stefanou , Lena Ranke

We use Topological Data Analysis tools for studying the inner organization of cells in segmented images of epithelial tissues. More specifically, for each segmented image, we compute different persistence barcodes, which codify lifetime of…

Computer Vision and Pattern Recognition · Computer Science 2022-04-11 N. Atienza , M. J. Jimenez , M. Soriano-Trigueros

Topological Data Analysis (TDA) allows us to extract powerful topological and higher-order information on the global shape of a data set or point cloud. Tools like Persistent Homology or the Euler Transform give a single complex description…

Algebraic Topology · Mathematics 2025-11-04 Vincent P. Grande , Michael T. Schaub

Persistent homology barcodes and diagrams are a cornerstone of topological data analysis that capture the "shape" of a wide range of complex data structures, such as point clouds, networks, and functions. However, their use in statistical…

Algebraic Topology · Mathematics 2024-09-24 Qiquan Wang , Inés García-Redondo , Pierre Faugère , Gregory Henselman-Petrusek , Anthea Monod

Persistent homology is a cornerstone of topological data analysis, offering a multiscale summary of topology with robustness to nuisance transformations, such as rotations and small deformations. Persistent homology has seen broad use…

Methodology · Statistics 2025-11-19 Zitian Wu , Arkaprava Roy , Leo L. Duan

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