Related papers: Exploring applications of topological data analysi…
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…
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…
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…
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,…
Firm financials are well established as return predictors, being the inspiration for a large set of anomalies in the asset pricing literature. Employing topological data analysis we revisit the question of association between seven of the…
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…
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…
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…
Analyzing flight trajectory data sets poses challenges due to the intricate interconnections among various factors and the high dimensionality of the data. Topological Data Analysis (TDA) is a way of analyzing big data sets focusing on the…
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…
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…
Machine learning models for repeated measurements are limited. Using topological data analysis (TDA), we present a classifier for repeated measurements which samples from the data space and builds a network graph based on the data topology.…
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)…
Topological methods can provide a way of proposing new metrics and methods of scrutinising data, that otherwise may be overlooked. In this work, a method of quantifying the shape of data, via a topic called topological data analysis will be…
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,…
We develop a framework for analyzing multivariate time series using topological data analysis (TDA) methods. The proposed methodology involves converting the multivariate time series to point cloud data, calculating Wasserstein distances…
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…
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)…
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…
This study investigates whether Topological Data Analysis (TDA) can provide additional insights beyond traditional statistical methods in clustering currency behaviours. We focus on the foreign exchange (FX) market, which is a complex…