7 citations · 16 across the 7 of their papers we have counts for
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q-fin.GN2022★ 7 cited
Topological Data Analysis Ball Mapper for Finance
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…
q-fin.GN2021
Uncertainty, volatility and the persistence norms of financial time series
Simon Rudkin, Wanling Qiu, Pawel Dlotko
Norms of Persistent Homology introduced in topological data analysis are seen as indicators of system instability, analogous to the changing predictability that is captured in fina…
q-fin.GN2020
Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model
Wanling Qiu, Simon Rudkin, Pawel Dlotko
Corporate failure resonates widely leaving practitioners searching for understanding of default risk. Managers seek to steer away from trouble, credit providers to avoid risky loan…