arXiv Open Access 2022

Topological Data Analysis Ball Mapper for Finance

Pawel Dlotko Wanling Qiu Simon Rudkin

Lihat Sumber

Abstrak

Finance is heavily influenced by data-driven decision-making. Meanwhile, our ability to comprehend the full informational content of data sets remains impeded by the tools we apply in analysis, especially where the data is high-dimensional. Presenting the Topological Data Analysis Ball Mapper algorithm this paper illuminates a new means of seeing the detail in data from data shape. With comparisons to existing approaches and illustrative examples, the value of the new tool is shown. Directions for employing Ball Mapper in practice are given and the benefits are reviewed.

Topik & Kata Kunci

q-fin.GN

Penulis (3)

Pawel Dlotko

Wanling Qiu

Simon Rudkin

Format Sitasi

APA MLA BibTeX

Dlotko, P., Qiu, W., Rudkin, S. (2022). Topological Data Analysis Ball Mapper for Finance. https://arxiv.org/abs/2206.03622

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓