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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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18355370 · May 202619922001200920172026
48 results for persistent cohomology

This review explores TDA and TDL beyond persistent homology.

problem Limitations of persistent homology in capturing topological invariants and homotopic evolution.
method Spectral representations, sheaf theory, Mayer topology, interaction topology, differential topology, geometric topology.
result Review of topological tools for various data types.

Paper proposes a method to improve circular coordinate representation for detecting changes in high-dimensional datasets.

problem Detecting changes in high-dimensional datasets with preserved topological structures.
method Adapt circular coordinate framework using a generalized penalty function instead of an L2 penalty.
result Circular coordinates with generalized penalty can detect changes in high-dimensional datasets under different sampling schemes.

Floer theory constructs filtrations on quantum cohomology for symplectic manifolds.

problem Quantum cohomology of symplectic manifolds with C\mathbb{C}^*-actions.
method Floer theory applied to C\mathbb{C}^*-actions on symplectic manifolds.
result Constructs a family of filtrations on quantum cohomology for Conical Symplectic Resolutions.

Expands Bredon's trick for applications in geometry and topology.

problem Local-to-global extension principles in geometric and topological contexts.
method Novel applications and frameworks for stratified pseudomanifolds, Ricci flow, and persistent homology.
result Establishes Bredon's trick as a unifying framework.

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of this summary is that it allows one to apply tools from statistics and machine lea…

2018-10-11abs ↗pdf ↗

Proposes deep graph persistence to address neural persistence issues in deep learning.

problem Variance of weights and lack of spatial structure in deep neural networks impact neural persistence.
method Extends neural persistence to the whole network, considering interactions between layers.
result Deep graph persistence alleviates variance-related issues and captures persistent paths through the network.

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and co-persistence in variance, this…

2011-12-06abs ↗pdf ↗

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

This paper interprets critical scales in persistent homology for compact metric spaces.

problem Understanding critical scales in persistent homology for general compact metric spaces.
method Analyzing local minima of the distance function and their impact on persistence.
result Each decrease in zero-dimensional persistence and increase in one-dimensional persistence is induced by local minima of the distance function.

MuRiT efficiently computes multi-parameter persistence barcodes.

problem Efficient computation of multi-parameter persistent homology.
method Vietoris-Rips transformation to reduce multi-parameter to single-parameter computation.
result MuRiT computes pathwise persistence barcodes for multi-filtered flag complexes.

We give a simplified definition of topological T-duality that applies to arbitrary torus bundles. The new definition does not involve Chern classes or spectral sequences, only gerbes and morphisms between them. All the familiar topological conditions for T-duals are shown to follow. We determine necessary and sufficien…

2012-01-09abs ↗pdf ↗

This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new hedging strategy of combining co-persis…

2011-12-17abs ↗pdf ↗

A new approach to reinforcement learning improves policy performance by adjusting control frequency.

problem Improving reinforcement learning performance by optimizing control frequency.
method Introducing action persistence and a novel algorithm, PFQI, to learn optimal value function at a given persistence.
result PFQI effectively learns optimal value function with action persistence, improving reinforcement learning performance.

Given a compact geodesic space XX we apply the fundamental group and alternatively the first homology group functor to the corresponding Rips or Čech filtration of XX to obtain what we call a persistence. This paper contains the theory describing such persistence: properties of the set of critical points, their preci…

2017-09-15abs ↗pdf ↗

A new method compares persistent cycles in topological data.

problem Comparing persistent homology representations of two spaces.
method Direct comparison of individual persistent cycles based on persistence intervals and spatial placement.
result Demonstrated the effectiveness of the method in topological inference.

Improved persistence spheres map measures to functions, stable under partial transport.

problem Representing and comparing measures in topological machine learning.
method Persistence spheres map measures to continuous functions on the sphere, stable under 1-Wasserstein partial transport.
result Persistence spheres provide a stable, parameter-free representation of measures, improving upon existing methods.

We introduce several geometric notions, including the width of a homology class, to the theory of persistent homology. These ideas provide geometric interpretations of persistence diagrams. Indeed, we give quantitative and geometric descriptions of the "life span" or "persistence" of a homology class. As a case study, …

2021-03-11abs ↗pdf ↗

This article addresses persistent tangles. These are tangles whose presence in a knot diagram forces that diagram to be knotted. We provide new methods for constructing persistent tangles. Our techniques rely mainly on the existence of non-trivial colorings for the tangles in question. Our main result in this article i…

2019-04-11abs ↗pdf ↗

Study cosmic structures using Topological Data Analysis and Persistence Energy.

problem Investigate cosmic web evolution in ΛΛCDM cosmologies.
method Apply LITE method to embed persistence diagrams into vector spaces and analyze cosmic structures.
result Discover a correlation between Persistence Energy and redshift values.

The paper examines how long-memory dynamics, rough-volatility, and persistence affect equity volatility forecasting.

problem The study investigates how long-memory dynamics, rough-volatility, and persistence impact equity volatility forecasting.
method The paper combines semiparametric long-memory estimation, rough-volatility diagnostics, and structured forecasting regressions.
result Persistence measures improve out-of-sample volatility forecasts, particularly during periods of elevated market volatility and in volatility-managed portfolio applications.

Revises SWK for persistence diagrams using Figalli-Gigli distance.

problem Efficiently embedding persistence diagrams in a Hilbert space.
method Directly use Figalli-Gigli distance to build a positive definite kernel.
result SFGK shares properties with SWK and performs similarly on benchmarks.

New model predicts energy prices volatility by smoothing time variation and persistence.

problem Separate study of volatility's time variation and persistence.
method Dynamic persistence model that allows shocks with heterogeneous persistence to vary smoothly over time.
result Significantly improves volatility forecasts over state-of-the-art models.

Persistent homology reveals geometric features of metric spaces, especially geodesic circles.

problem Detecting geometric features in metric spaces using persistent homology.
method Analyzing algebraic elements (footprints) in persistent homology of metric spaces and subspace.
result Higher-dimensional persistent homology captures lower-dimensional geometric features.

Topological data analysis and its main method, persistent homology, provide a toolkit for computing topological information of high-dimensional and noisy data sets. Kernels for one-parameter persistent homology have been established to connect persistent homology with machine learning techniques. We contribute a kernel…

2018-09-26abs ↗pdf ↗

Persistent entropy detects phase transitions in complex systems.

problem Detecting phase transitions in complex systems.
method Established a general theorem for persistent entropy to reliably detect phase transitions, introduced operational framework for finite-time computations.
result Persistent entropy exhibits an asymptotically non-vanishing gap across phases, robust numerical signatures across experiments.

Regularizes persistent homology gradients for neural network integration.

problem Ill-posed inverse problem in computing gradients of persistent homology.
method Regularization through a grouping term to define gradients for larger entities.
result Ensures gradients are defined with respect to larger entities, not individual points.

Persistence diagrams are two-dimensional plots that summarize the topological features of functions and are an important part of topological data analysis. A problem that has received much attention is how deal with sets of persistence diagrams. How do we summarize them, average them or cluster them? One approach -- th…

2015-10-08abs ↗pdf ↗