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Related papers: Topologically Mapping the Macroeconomy

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In this work, we explore the state-space formulation of a network process to recover, from partial observations, the underlying network topology that drives its dynamics. To do so, we employ subspace techniques borrowed from system…

Signal Processing · Electrical Eng. & Systems 2019-06-26 Mario Coutino , Elvin Isufi , Takanori Maehara , Geert Leus

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…

Physics and Society · Physics 2019-12-23 Aymeric Vié , Alfredo J. Morales

Topological data analysis provides a set of tools to uncover low-dimensional structure in noisy point clouds. Prominent amongst the tools is persistence homology, which summarizes birth-death times of homological features using data objects…

Methodology · Statistics 2024-02-05 James Matuk , Sebastian Kurtek , Karthik Bharath

A fundamental problem in studying and modeling economic and financial systems is represented by privacy issues, which put severe limitations on the amount of accessible information. Here we introduce a novel, highly nontrivial method to…

Physics and Society · Physics 2018-12-10 Giulio Cimini , Tiziano Squartini , Andrea Gabrielli , Diego Garlaschelli

The topological organization of several world cities are studied according to respective representations by complex networks. As a first step, the city maps are processed by a recently developed methodology that allows the most significant…

Physics and Society · Physics 2018-09-26 Guilherme S. Domingues , Filipi N. Silva , Cesar H. Comin , Luciano da F. Costa

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

Topological data analysis is a relatively new branch of machine learning that excels in studying high dimensional data, and is theoretically known to be robust against noise. Meanwhile, data objects with mixed numeric and categorical…

Algebraic Topology · Mathematics 2020-06-15 Chengyuan Wu , Carol Anne Hargreaves

The increasing ability to collect data from urban environments, coupled with a push towards openness by governments, has resulted in the availability of numerous spatio-temporal data sets covering diverse aspects of a city. Discovering…

Databases · Computer Science 2016-10-25 Fernando Chirigati , Harish Doraiswamy , Theodoros Damoulas , Juliana Freire

This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as their coordinates on economic space. Aggregates of economic…

Economics · Quantitative Finance 2017-01-25 Victor Olkhov

Spatial networks are ubiquitous in social, geographical, physical, and biological applications. To understand the large-scale structure of networks, it is important to develop methods that allow one to directly probe the effects of space on…

Social and Information Networks · Computer Science 2020-09-23 Michelle Feng , Mason A. Porter

In complex, high dimensional and unstructured data it is often difficult to extract meaningful patterns. This is especially the case when dealing with textual data. Recent studies in machine learning, information theory and network science…

Computation and Language · Computer Science 2017-08-01 Stefano Gurciullo , Slava Mikhaylov

We use topological data analysis and machine learning to study a seminal model of collective motion in biology [D'Orsogna et al., Phys. Rev. Lett. 96 (2006)]. This model describes agents interacting nonlinearly via attractive-repulsive…

This work seeks to tackle the inherent complexity of dataspaces by introducing a novel data structure that can represent datasets across multiple levels of abstraction, ranging from local to global. We propose the concept of a multilevel…

Data Structures and Algorithms · Computer Science 2025-04-01 Marco Caputo , Michele Russo , Emanuela Merelli

Data analysis in high-dimensional spaces aims at obtaining a synthetic description of a data set, revealing its main structure and its salient features. We here introduce an approach providing this description in the form of a topography of…

Machine Learning · Statistics 2021-03-02 Maria d'Errico , Elena Facco , Alessandro Laio , Alex Rodriguez

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

Social polarization is a growing concern worldwide, as it strains social relations, erodes trust in institutions, and thus threatens democratic societies. Academic efforts to understand this phenomenon have traditionally approached it from…

Physics and Society · Physics 2025-11-19 Samuel Martin-Gutierrez , Juan C. Losada , Rosa M. Benito

Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…

General Economics · Economics 2024-05-21 James T. E. Chapman , Ajit Desai

Topology at the undergraduate level is often a theoretical mathematics course, introducing concepts from point-set topology or possibly algebraic topology. However, the last two decades have seen an explosion of growth in applied topology…

History and Overview · Mathematics 2024-06-25 Lori Ziegelmeier
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