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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), 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…

Portfolio Management · Quantitative Finance 2026-01-08 Anubha Goel , Amita Sharma , Juho Kanniainen

Topological data analysis (TDA), while abstract, allows a characterization of time-series data obtained from nonlinear and complex dynamical systems. Though it is surprising that such an abstract measure of structure - counting pieces and…

Computational Geometry · Computer Science 2020-01-07 Nicole Sanderson , Elliott Shugerman , Samantha Molnar , James D. Meiss , Elizabeth Bradley

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…

Machine Learning · Computer Science 2020-09-09 Rodrigo Rivera-Castro , Aleksandr Pletnev , Polina Pilyugina , Grecia Diaz , Ivan Nazarov , Wanyi Zhu , Evgeny Burnaev

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…

Machine Learning · Statistics 2025-11-18 Ioannis Diamantis

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 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) 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) 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 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

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

In this paper we develop a novel Topological Data Analysis (TDA) approach for studying graph representations of time series of dynamical systems. Specifically, we show how persistent homology, a tool from TDA, can be used to yield a…

Chaotic Dynamics · Physics 2020-01-28 Audun Myers , Elizabeth Munch , Firas A. Khasawneh

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

Topological Data Analysis (TDA) is a novel statistical technique, particularly powerful for the analysis of large and high dimensional data sets. Much of TDA is based on the tool of persistent homology, represented visually via persistence…

Applications · Statistics 2017-11-07 Sarit Agami , Robert J. Adler

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…

Machine Learning · Statistics 2022-09-25 Tristan Gowdridge , Nikolaos Dervilis , Keith Worden

Topological Data Analysis (TDA) is increasingly crucial in investigating the shape of complex data structures across scientific fields, particularly in neuroscience and finance. This study delves into persistent homology, a TDA component…

Physics and Society · Physics 2024-09-17 Roel Gisolf , Fernando A. N. Santos , Felix Wierstra

Topological data analysis (TDA) is a tool from data science and mathematics that is beginning to make waves in environmental science. In this work, we seek to provide an intuitive and understandable introduction to a tool from TDA that is…

Machine Learning · Computer Science 2025-07-15 Lander Ver Hoef , Henry Adams , Emily J. King , Imme Ebert-Uphoff

In the context of rapid urbanization, understanding the patterns of urban residents' activities and mobility is crucial for optimizing transportation systems and enhancing urban management efficiency. This study addresses the limitations of…

Applications · Statistics 2024-06-25 Nuoxian Huang , Yulin Wu

Topological Data Analysis (TDA) combines computational topology and data science to extract and analyze intrinsic topological and geometric structures in data set in a metric space. While the persistent homology (PH), a widely used tool in…

Computational Geometry · Computer Science 2025-04-15 Chuanshen Hu , Yu Wang , Kelin Xia , Ke Ye , Yipeng Zhang

Topological data analysis (TDA) is a rapidly evolving field in applied mathematics and data science that leverages tools from topology to uncover robust, shape-driven insights in complex datasets. The main workhorse is persistent homology,…

History and Overview · Mathematics 2025-07-29 Zhe Su , Xiang Liu , Layal Bou Hamdan , Vasileios Maroulas , Jie Wu , Gunnar Carlsson , Guo-Wei Wei
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