This paper introduces anti-correlation networks to study China's stock market.
arXiv research
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Universal functions derived for topological correlators in Yang-Mills theory.
Cryptocurrency market becomes more cross-correlated over time.
Hyperbolic volume correlates with chemical properties of fullerenes.
Study topological correlators for SYM on four-manifolds, deriving explicit formulae and confirming S-duality.
Paper connects 3D gravity averages to 2D CFT correlators.
This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indice…
We describe a topological field theory that studies the moduli space of solutions of the symplectic vortex equations. It contains as special cases the topological sigma-model and topological Yang-Mills over Kahler surfaces. The correlation functions of the theory are closely related to the recently introduced Hamiltoni…
Develops correlation number for specific potentials and Hitchin representations.
TabPFN's internal geometry topology correlates with dataset reliability.
Study uses topological signatures to quantify financial market complexity.
Study reveals supply chain correlations in firm growth rates.
Study topological quantum mechanics on orbifolds with geometric interpretation.
We investigated the topological properties of stock networks through a comparison of the original stock network with the estimated stock network from the correlation matrix created by the random matrix theory (RMT). We used individual stocks traded on the market indices of Korea, Japan, Canada, the USA, Italy, and the …
We study the path integral of a twisted supersymmetric Yang-Mills theory coupled with hypermultiplet having the bare mass. We explicitly compute the topological correlation functions for the theory on a compact oriented simply connected simple type Riemann manifold with . As the corollaries,…
CCP clusters correlated features and projects them to 1D for efficient dimensionality reduction.
Study how knots occupy space using topological methods.
Novel method decorrelates neurons for better deep learning model generalization.
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads…
We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological structures. We compute the persistent homology associated to these structures in order…
In this paper, a class of statistics named ART (the alternant recursive topology statistics) is proposed to measure the properties of correlation between two variables. A wide range of bi-variable correlations both linear and nonlinear can be evaluated by ART efficiently and equitably even if nothing is known about the…
Traders adopt different trading strategies to maximize their returns in financial markets. These trading strategies not only results in specific topological structures in trading networks, which connect the traders with the pairwise buy-sell relationships, but also have potential impacts on market dynamics. Here, we pr…
We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the metho…
The correlation functions of supersymmetric gauge theories on a four-manifold X can sometimes be expressed in terms of topological invariants of X. We show how the existence of superconformal fixed points in the gauge theory can provide nontrivial information about four-manifold topology. In particular, in the example …
This paper evaluates fractal dimension and persistent homology for neural network generalization.
This work identifies and mitigates topological bias in HGNNs using meta-weighting and debiasing.
Modeling financial markets as gas molecules, the paper predicts phase transitions similar to water and steam.
TADA detects anomalies in time series using topological data analysis.
The u-plane integral is the contribution of the Coulomb branch to correlation functions of N=2 gauge theory on a compact four-manifold. We consider the u-plane integral for correlators of point and surface observables of topologically twisted theories with gauge group SU(2), for an arbitrary four-manifold with (b1,b2+)…
In this paper, we study the perturbative aspects of the half-twisted variant of Witten's topological A-model coupled to a non-dynamical gauge field with Kahler target space X being a G-manifold. Our main objective is to furnish a purely physical interpretation of the equivariant cohomology of the chiral de Rham complex…
A new algorithm infers causal networks from data using topological thresholds.
We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …
Among the proposed network models, the hidden variable (or good get richer) one is particularly interesting, even if an explicit empirical test of its hypotheses has not yet been performed on a real network. Here we provide the first empirical test of this mechanism on the world trade web, the network defined by the tr…
It is well-known that classical two-dimensional topological field theories are in one-to-one correspondence with commutative Frobenius algebras. An important extension of classical two-dimensional topological field theories is provided by open-closed two-dimensional topological field theories. In this paper we extend o…
Quantum method detects financial stress regimes from market data.
The paper examines topological features of ReLU networks and their relation to decision boundaries and training loss.
This paper concerns constructing topological sigma models governing maps from semirigid super Riemann surfaces to general target supermanifolds. We define both the A model and B model in this general setup by defining suitable BRST operators and physical observables. Using supersymmetric localization, we express correl…
Study cosmic structures using Topological Data Analysis and Persistence Energy.
Paper studies vertex correspondence recovery in correlated graphs with node features.
Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations are correlated according to an undirected network. Under this model, we develop a …
Study shows space writhe closely correlates with knot signature in polymers.
I review some recent results on four-manifold invariants which have been obtained in the context of topological quantum field theory. I focus on three different aspects: (a) the computation of correlation functions, which give explicit results for the Donaldson invariants of non-simply connected manifolds, and for gene…
Correlation Networks (CNs) inherently suffer from redundant information in their network topology. Bayesian Networks (BNs), on the other hand, include only non-redundant information (from a probabilistic perspective) resulting in a sparse topology from which generalizable physical features can be extracted. We advocate…
Pipeline learns topological features for protein stability prediction.
We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generaliz…
TRP uses tree-based approach for market-neutral portfolios.
Study on counting orbits and Poincaré series for specific hyperbolic metrics.
Study reveals subdominant correlations in motorway network dynamics.