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Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…

Mathematical Finance · Quantitative Finance 2025-10-21 Alok Das , Kiseop Lee

We study the problem of learning representations with controllable connectivity properties. This is beneficial in situations when the imposed structure can be leveraged upstream. In particular, we control the connectivity of an…

Machine Learning · Computer Science 2019-06-24 Christoph Hofer , Roland Kwitt , Mandar Dixit , Marc Niethammer

Computational topology has recently known an important development toward data analysis, giving birth to the field of topological data analysis. Topological persistence, or persistent homology, appears as a fundamental tool in this field.…

Statistics Theory · Mathematics 2013-05-28 Frédéric Chazal , Marc Glisse , Catherine Labruère , Bertrand Michel

Visualization in the emerging field of topological data analysis has progressed from persistence barcodes and persistence diagrams to display of two-parameter persistent homology. Although persistence barcodes and diagrams have permitted…

Applications · Statistics 2019-01-08 Raoul R. Wadhwa , Andrew Dhawan , Drew F. K. Williamson , Jacob G. Scott

This article aims to study the topological invariant properties encoded in node graph representational embeddings by utilizing tools available in persistent homology. Specifically, given a node embedding representation algorithm, we…

Machine Learning · Computer Science 2021-10-12 Mustafa Hajij , Ghada Zamzmi , Xuanting Cai

The theory of multidimensional persistent homology was initially developed in the discrete setting, and involved the study of simplicial complexes filtered through an ordering of the simplices. Later, stability properties of…

Computational Geometry · Computer Science 2013-03-28 Niccolò Cavazza , Marc Ethier , Patrizio Frosini , Tomasz Kaczynski , Claudia Landi

Time-delay embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing the phase space dynamics of time-series data. Persistent homology effectively identifies global topological features, such as loops…

Statistics Theory · Mathematics 2026-04-21 Donghyun Park , Junhyun An , Taehyoung Kim , Jisu Kim

This paper presents a mathematically rigorous framework for brain-inspired representation learning founded on the interplay between persistent topological structures and cohomological flows. Neural computation is reformulated as the…

Machine Learning · Computer Science 2025-12-10 Preksha Girish , Rachana Mysore , Mahanthesha U , Shrey Kumar , Shipra Prashant

Nonlinear dynamical systems are complex and typically only simple systems can be analytically studied. In applications, these systems are usually defined with a set of tunable parameters and as the parameters are varied the system response…

Dynamical Systems · Mathematics 2025-05-05 Max M. Chumley , Firas A. Khasawneh

Topological Neural Networks (TNNs) incorporate higher-order relational information beyond pairwise interactions, enabling richer representations than Graph Neural Networks (GNNs). Concurrently, topological descriptors based on persistent…

Machine Learning · Computer Science 2024-06-06 Yogesh Verma , Amauri H Souza , Vikas Garg

Persistent homology is constrained to purely topological persistence while multiscale graphs account only for geometric information. This work introduces persistent spectral theory to create a unified low-dimensional multiscale paradigm for…

Combinatorics · Mathematics 2019-12-13 Rui Wang , Duc Duy Nguyen , Guo-Wei Wei

In this Letter we supervisedly train neural networks to distinguish different topological phases in the context of topological band insulators. After training with Hamiltonians of one-dimensional insulators with chiral symmetry, the neural…

Mesoscale and Nanoscale Physics · Physics 2018-05-31 Pengfei Zhang , Huitao Shen , Hui Zhai

Recently a new feature representation and data analysis methodology based on a topological tool called persistent homology (and its corresponding persistence diagram summary) has started to attract momentum. A series of methods have been…

Computational Geometry · Computer Science 2019-12-13 Qi Zhao , Yusu Wang

Persistence diagrams (PDs) provide a powerful tool for understanding the topology of the underlying shape of a point cloud. However, identifying which points in PDs encode genuine signals remains challenging. This challenge directly hinders…

Computer Vision and Pattern Recognition · Computer Science 2026-01-23 Yu Chen , Hongwei Lin

Persistent homology is a fundamental tool in Topological Data Analysis. The associated algebraic structure is the persistence module, a sequence of vector spaces connected by linear maps. Persistence modules admit a complete and…

Algebraic Topology · Mathematics 2026-02-13 R. Gonzalez-Diaz , M. Soriano-Trigueros , A. Torras-Casas

Topological Machine Learning (TML) is an emerging field that leverages techniques from algebraic topology to analyze complex data structures in ways that traditional machine learning methods may not capture. This tutorial provides a…

Machine Learning · Computer Science 2024-09-05 Baris Coskunuzer , Cüneyt Gürcan Akçora

Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have…

Machine Learning · Computer Science 2020-11-11 Arnur Nigmetov , Aditi S. Krishnapriyan , Nicole Sanderson , Dmitriy Morozov

Feature extraction from persistence diagrams, as a tool to enrich machine learning techniques, has received increasing attention in recent years. In this paper we explore an adaptive methodology to localize features in persistent diagrams,…

Machine Learning · Computer Science 2019-10-16 Luis Polanco , Jose A. Perea

The training of neural networks is usually monitored with a validation (holdout) set to estimate the generalization of the model. This is done instead of measuring intrinsic properties of the model to determine whether it is learning…

Machine Learning · Computer Science 2021-06-02 Asier Gutiérrez-Fandiño , David Pérez-Fernández , Jordi Armengol-Estapé , Marta Villegas

Supervised manifold learning methods learn data representations by preserving the geometric structure of data while enhancing the separation between data samples from different classes. In this work, we propose a theoretical study of…

Machine Learning · Computer Science 2018-01-08 Elif Vural , Christine Guillemot