论文标题

拓扑数据分析球映射器的财务

Topological Data Analysis Ball Mapper for Finance

论文作者

Dlotko, Pawel, Qiu, Wanling, Rudkin, Simon

论文摘要

财务受到数据驱动决策的严重影响。同时,我们理解数据集的完整信息内容的能力仍然受到我们在分析中使用的工具的阻碍,尤其是在数据具有高维度的情况下。介绍拓扑数据分析球映射器算法本文阐明了一种新的手段,可以从数据形状中查看数据中的细节。与现有方法和说明性示例进行比较,显示了新工具的价值。在实践中给出了使用球映射器的指示,并审查了好处。

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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