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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

This paper aims to discuss a method of quantifying the 'shape' of data, via a methodology called topological data analysis. The main tool within topological data analysis is persistent homology; this is a means of measuring the shape of…

Algebraic Topology · Mathematics 2022-09-14 Tristan Gowdridge , Nikolaos Devilis , Keith Worden

In this paper, we present a mathematical and algorithmic framework for the continuation of point clouds by persistence diagrams. A key property used in the method is that the persistence map, which assigns a persistence diagram to a point…

Numerical Analysis · Mathematics 2016-10-12 Marcio Gameiro , Yasuaki Hiraoka , Ippei Obayashi

Hyperuniformity, the suppression of density fluctuations at large length scales, is observed across a wide variety of domains, from cosmology to condensed matter and biological systems. Although the standard definition of hyperuniformity…

Statistical Mechanics · Physics 2024-05-07 Marco Salvalaglio , Dominic J. Skinner , Jörn Dunkel , Axel Voigt

One-dimensional persistent homology is arguably the most important and heavily used computational tool in topological data analysis. Additional information can be extracted from datasets by studying multi-dimensional persistence modules and…

Algebraic Topology · Mathematics 2023-08-31 Facundo Mémoli , Anastasios Stefanou , Ling Zhou

Topological data analysis (TDA) studies the shape patterns of data. Persistent homology is a widely used method in TDA that summarizes homological features of data at multiple scales and stores them in persistence diagrams (PDs). In this…

Machine Learning · Statistics 2022-09-16 Theodore Papamarkou , Farzana Nasrin , Austin Lawson , Na Gong , Orlando Rios , Vasileios Maroulas

Topological data analysis (TDA) is a branch of computational mathematics, bridging algebraic topology and data science, that provides compact, noise-robust representations of complex structures. Deep neural networks (DNNs) learn millions of…

A central problem in data-driven scientific inquiry is how to interpret structure in noisy, high-dimensional data. Topological data analysis (TDA) provides a solution via persistent homology, which encodes features of interest as…

Algebraic Topology · Mathematics 2026-02-04 Christian Lentz , Gregory Henselman-Petrusek , Lori Ziegelmeier

Multidimensional persistence studies topological features of shapes by analyzing the lower level sets of vector-valued functions. The rank invariant completely determines the multidimensional analogue of persistent homology groups. We prove…

Algebraic Topology · Mathematics 2009-08-04 Andrea Cerri , Barbara Di Fabio , Massimo Ferri , Patrizio Frosini , Claudia Landi

A primary hypothesis that drives scientific and engineering studies is that data has structure. The dominant paradigms for describing such structure are statistics (e.g., moments, correlation functions) and signal processing (e.g.,…

Algebraic Topology · Mathematics 2020-11-11 Alexander D. Smith , Pawel Dlotko , Victor M. Zavala

Persistence has proved to be a valuable tool to analyze real world data robustly. Several approaches to persistence have been attempted over time, some topological in flavor, based on the vector space-valued homology functor, other…

Algebraic Topology · Mathematics 2019-05-23 Mattia G. Bergomi , Pietro Vertechi

Topological data analysis (TDA) is an active field of mathematics for quantifying shape in complex data. Standard methods in TDA such as persistent homology (PH) are typically focused on the analysis of data consisting of a single entity…

Persistent homology has been widely used to study the topology of point clouds in $\mathbb{R}^n$. Standard approaches are very sensitive to outliers, and their computational complexity depends badly on the number of data points. In this…

Algebraic Topology · Mathematics 2022-11-29 Pepijn Roos Hoefgeest , Lucas Slot

Persistent homology and persistent entropy have recently become useful tools for patter recognition. In this paper, we find requirements under which persistent entropy is stable to small perturbations in the input data and scale invariant.…

Information Theory · Computer Science 2020-06-22 N. Atienza , R. Gonzalez-Diaz , M. Soriano-Trigueros

Persistence diagrams are efficient descriptors of the topology of a point cloud. As they do not naturally belong to a Hilbert space, standard statistical methods cannot be directly applied to them. Instead, feature maps (or representations)…

Probability · Mathematics 2020-12-01 Vincent Divol , Wolfgang Polonik

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

Techniques from topological data analysis (TDA) have proven effective in studying time-dependent data arising in dynamic systems, such as animal swarming behavior and spatiotemporal patterns in neuroscience. While early algorithms leveraged…

Algebraic Topology · Mathematics 2026-03-06 Nadezhda Belova , Maxwell Goldberg , Facundo Memoli , Sriram Raghunath , Andrew Xie

Persistent Homology is a powerful tool in Topological Data Analysis (TDA) to capture topological properties of data succinctly at different spatial resolutions. For graphical data, shape, and structure of the neighborhood of individual data…

Social and Information Networks · Computer Science 2018-11-12 Sumit Bhatia , Bapi Chatterjee , Deepak Nathani , Manohar Kaul

The stability of persistence diagrams is among the most important results in applied and computational topology. Most results in the literature phrase stability in terms of the bottleneck distance between diagrams and the $\infty$-norm of…

Algebraic Topology · Mathematics 2025-07-11 Primoz Skraba , Katharine Turner

Surface roughness plays an important role in analyzing engineering surfaces. It quantifies the surface topography and can be used to determine whether the resulting surface finish is acceptable or not. Nevertheless, while several existing…

Signal Processing · Electrical Eng. & Systems 2021-10-20 Melih C. Yesilli , Firas A. Khasawneh
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