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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 to the field of financial time series primarily and as a method for…

Machine Learning · Computer Science 2019-06-18 Rodrigo Rivera-Castro , Polina Pilyugina , Alexander Pletnev , Ivan Maksimov , Wanyi Wyz , Evgeny Burnaev

The study of topology is strictly speaking, a topic in pure mathematics. However in only a few years, Topological Data Analysis (TDA), which refers to methods of utilizing topological features in data (such as connected components, tunnels,…

Applications · Statistics 2019-09-25 Nalini Ravishanker , Renjie Chen

Topological Data Analysis (TDA) is the collection of mathematical tools that capture the structure of shapes in data. Despite computational topology and computational geometry, the utilization of TDA in time series and signal processing is…

Information Retrieval · Computer Science 2018-10-23 Shafie Gholizadeh , Wlodek Zadrozny

This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction. Our asset selection strategy exploits the topological features of stock…

Portfolio Management · Quantitative Finance 2024-12-16 Anubha Goel , Damir Filipović , Puneet Pasricha

Topological Data Analysis (TDA) is a novel, and relatively new approach to analysing high-dimensional data sets. It does this by focussing on global properties like the shape and connectivity of the data giving it a significant advantage…

Instrumentation and Methods for Astrophysics · Physics 2019-04-26 Jeff Murugan , Duncan Robertson

Topological Data Analysis (TDA) is a discipline that applies algebraic topology techniques to analyze complex, multi-dimensional data. Although it is a relatively new field, TDA has been widely and successfully applied across various…

Machine Learning · Computer Science 2024-07-29 Martin Uray , Barbara Giunti , Michael Kerber , Stefan Huber

Topological Data Analysis (TDA) can broadly be described as a collection of data analysis methods that find structure in data. This includes: clustering, manifold estimation, nonlinear dimension reduction, mode estimation, ridge estimation…

Methodology · Statistics 2016-09-28 Larry Wasserman

Topological Data Analysis (TDA) is a rigorous framework that borrows techniques from geometric and algebraic topology, category theory, and combinatorics in order to study the "shape" of such complex high-dimensional data. Research in this…

Algebraic Topology · Mathematics 2022-04-15 R. W. R. Darling , John A. Emanuello , Emilie Purvine , Ahmad Ridley

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

Portfolio management is an essential part of investment decision-making. However, traditional methods often fail to deliver reasonable performance. This problem stems from the inability of these methods to account for the unique…

Portfolio Management · Quantitative Finance 2023-08-17 Petr Sokerin , Kristian Kuznetsov , Elizaveta Makhneva , Alexey Zaytsev

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 2022-02-07 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

Over the last two decades, topological data analysis (TDA) has emerged as a very powerful data analytic approach which can deal with various data modalities of varying complexities. One of the most commonly used tools in TDA is persistent…

Methodology · Statistics 2025-12-08 Anass El Yaagoubi Bourakna , Moo K. Chung , Hernando Ombao

Topological Data Analysis (TDA) has recently gained significant attention in the field of financial prediction. However, the choice of point cloud construction methods, topological feature representations, and classification models has a…

Machine Learning · Computer Science 2024-11-22 Dazhi Huang , Pengcheng Xu , Xiaocheng Huang , Jiayi Chen

Topological data analysis (TDA) provides insight into data shape. The summaries obtained by these methods are principled global descriptions of multi-dimensional data whilst exhibiting stable properties such as robustness to deformation and…

Machine Learning · Computer Science 2024-03-18 Ali Zia , Abdelwahed Khamis , James Nichols , Zeeshan Hayder , Vivien Rolland , Lars Petersson

Topological Data Analysis (TDA) is a modern approach to Data Analysis focusing on the topological features of data; it has been widely studied in recent years and used extensively in Biology, Physics, and many other areas. However,…

Mathematical Finance · Quantitative Finance 2023-07-11 Miguel A. Ruiz-Ortiz , José Carlos Gómez-Larrañaga , Jesús Rodríguez-Viorato

Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial…

Machine Learning · Computer Science 2025-04-02 ZiXin Lin , Nur Fariha Syaqina Zulkepli

Topological Data Analysis (TDA) is a rising field of computational topology in which the topological structure of a data set can be observed by persistent homology. By considering a sequence of sublevel sets, one obtains a filtration that…

Methodology · Statistics 2020-03-17 Yu-Min Chung , William Cruse , Austin Lawson

Understanding temporal patterns in online search behavior is crucial for real-time marketing and trend forecasting. Google Trends offers a rich proxy for public interest, yet the high dimensionality and noise of its time-series data present…

Machine Learning · Statistics 2025-06-25 Pola Bereta , Ioannis Diamantis

This paper introduces advanced techniques of Topological Data Analysis (TDA) for unsupervised anomaly detection and customer segmentation in banking data. Using the Mapper algorithm and persistent homology, we develop unsupervised…

Machine Learning · Computer Science 2025-08-21 Leonardo Aldo Alejandro Barberi , Linda Maria De Cave

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
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