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Topological Data Analysis Ball Mapper for Finance

2022-06-08 · Pawel Dlotko, Wanling Qiu, Simon Rudkin

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.

📄 PDF Abstract BibTeX arXiv:2206.03622

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Decision MakingTopological Data Analysis

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