activity
20192023
most citedCyclicality, Periodicity and the Topology of Time Series

7 citations · 21 across the 9 of their papers we have counts for

collaborators

9 papers

stat.ME2023★ 1 cited

Persistence Norms and the Datasaurus

Pawel Dlotko, Simon Rudkin

Topological Data Analysis (TDA) provides a toolkit for the study of the shape of high dimensional and complex data. While operating on a space of persistence diagrams is cumbersome…

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…

physics.soc-ph2020★ 4 cited

Visualising the Evolution of English Covid-19 Cases with Topological Data Analysis Ball Mapper

Pawel Dlotko, Simon Rudkin

Understanding disease spread through data visualisation has concentrated on trends and maps. Whilst these are helpful, they neglect important multi-dimensional interactions between…

econ.EM2019

Topologically Mapping the Macroeconomy

Pawel Dlotko, Simon Rudkin, Wanling Qiu

An understanding of the economic landscape in a world of ever increasing data necessitates representations of data that can inform policy, deepen understanding and guide future res…

q-fin.ST2019

Financial ratios and stock returns reappraised through a topological data analysis lens

Pawel Dlotko, Wanling Qiu, Simon Rudkin

Firm financials are well established as return predictors, being the inspiration for a large set of anomalies in the asset pricing literature. Employing topological data analysis w…

econ.EM2019★ 2 cited

An Economic Topology of the Brexit vote

Pawel Dlotko, Lucy Minford, Simon Rudkin +1

A desire to understand the decision of the UK to leave the European Union, Brexit, in the referendum of June 2016 has continued to occupy academics, the media and politicians. Usin…

math.AT2019★ 7 cited

Cyclicality, Periodicity and the Topology of Time Series

Paweł Dłotko, Wanling Qiu, Simon Rudkin

Periodic and semi periodic patterns are very common in nature. In this paper we introduce a topological toolbox aiming in detecting and quantifying periodicity. The presented techn…