Topological Data Analysis Ball Mapper for Finance

2022/06/08 by Paweł Dłotko, Dlotko, Pawel, Wanling Qiu +3
Computer Science · #Digital Image Processing Techniques #FOS: Economics and business #General Finance (q-fin.GN) #Topological and Geometric Data Analysis

paper · pdf · doi:10.48550/arxiv.2206.03622

openalex publication_date 2022/06/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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