scholarly journals Using Topological Data Analysis (TDA) and Persistent Homology to Analyze the Stock Markets in Singapore and Taiwan

2021 ◽  
Vol 9 ◽  
Author(s):  
Peter Tsung-Wen Yen ◽  
Siew Ann Cheong
Keyword(s):  
Data Analysis ◽  
Stock Markets ◽  
Persistent Homology ◽  
Betti Numbers ◽  
Stock Index ◽  
Topological Data Analysis ◽  
Series Data ◽  
Topological Features ◽  
Market Crashes ◽  
Topological Data

In recent years, persistent homology (PH) and topological data analysis (TDA) have gained increasing attention in the fields of shape recognition, image analysis, data analysis, machine learning, computer vision, computational biology, brain functional networks, financial networks, haze detection, etc. In this article, we will focus on stock markets and demonstrate how TDA can be useful in this regard. We first explain signatures that can be detected using TDA, for three toy models of topological changes. We then showed how to go beyond network concepts like nodes (0-simplex) and links (1-simplex), and the standard minimal spanning tree or planar maximally filtered graph picture of the cross correlations in stock markets, to work with faces (2-simplex) or any k-dim simplex in TDA. By scanning through a full range of correlation thresholds in a procedure called filtration, we were able to examine robust topological features (i.e. less susceptible to random noise) in higher dimensions. To demonstrate the advantages of TDA, we collected time-series data from the Straits Times Index and Taiwan Capitalization Weighted Stock Index (TAIEX), and then computed barcodes, persistence diagrams, persistent entropy, the bottleneck distance, Betti numbers, and Euler characteristic. We found that during the periods of market crashes, the homology groups become less persistent as we vary the characteristic correlation. For both markets, we found consistent signatures associated with market crashes in the Betti numbers, Euler characteristics, and persistent entropy, in agreement with our theoretical expectations.

scholarly journals Topological Data Analysis Approaches to Uncovering the Timing of Ring Structure Onset in Filamentous Networks

2021 ◽  
Vol 83 (3) ◽  
Author(s):  
Maria-Veronica Ciocanel ◽  
Riley Juenemann ◽  
Adriana T. Dawes ◽  
Scott A. McKinley
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Actin Filaments ◽  
Time Series Data ◽  
Polymer Networks ◽  
Topological Data Analysis ◽  
Series Data ◽  
Topological Features ◽  
Topological Data

AbstractIn developmental biology as well as in other biological systems, emerging structure and organization can be captured using time-series data of protein locations. In analyzing this time-dependent data, it is a common challenge not only to determine whether topological features emerge, but also to identify the timing of their formation. For instance, in most cells, actin filaments interact with myosin motor proteins and organize into polymer networks and higher-order structures. Ring channels are examples of such structures that maintain constant diameters over time and play key roles in processes such as cell division, development, and wound healing. Given the limitations in studying interactions of actin with myosin in vivo, we generate time-series data of protein polymer interactions in cells using complex agent-based models. Since the data has a filamentous structure, we propose sampling along the actin filaments and analyzing the topological structure of the resulting point cloud at each time. Building on existing tools from persistent homology, we develop a topological data analysis (TDA) method that assesses effective ring generation in this dynamic data. This method connects topological features through time in a path that corresponds to emergence of organization in the data. In this work, we also propose methods for assessing whether the topological features of interest are significant and thus whether they contribute to the formation of an emerging hole (ring channel) in the simulated protein interactions. In particular, we use the MEDYAN simulation platform to show that this technique can distinguish between the actin cytoskeleton organization resulting from distinct motor protein binding parameters.

scholarly journals Feasibility of topological data analysis for event-related fMRI

2019 ◽  
Vol 3 (3) ◽  
pp. 695-706 ◽  
Author(s):  
Cameron T. Ellis ◽  
Michael Lesnick ◽  
Gregory Henselman-Petrusek ◽  
Bryn Keller ◽  
Jonathan D. Cohen
Keyword(s):  
Data Analysis ◽  
Persistent Homology ◽  
Time Frame ◽  
Topological Data Analysis ◽  
Fmri Data ◽  
Cognitive Representations ◽  
New Approach ◽  
Neural Data ◽  
Topological Features ◽  
Topological Data

Recent fMRI research shows that perceptual and cognitive representations are instantiated in high-dimensional multivoxel patterns in the brain. However, the methods for detecting these representations are limited. Topological data analysis (TDA) is a new approach, based on the mathematical field of topology, that can detect unique types of geometric features in patterns of data. Several recent studies have successfully applied TDA to study various forms of neural data; however, to our knowledge, TDA has not been successfully applied to data from event-related fMRI designs. Event-related fMRI is very common but limited in terms of the number of events that can be run within a practical time frame and the effect size that can be expected. Here, we investigate whether persistent homology—a popular TDA tool that identifies topological features in data and quantifies their robustness—can identify known signals given these constraints. We use fmrisim, a Python-based simulator of realistic fMRI data, to assess the plausibility of recovering a simple topological representation under a variety of conditions. Our results suggest that persistent homology can be used under certain circumstances to recover topological structure embedded in realistic fMRI data simulations.

scholarly journals An algorithm for matching spatial objects of different-scale maps based on topological data analysis

2019 ◽  
Vol 43 (6) ◽  
pp. 1021-1029 ◽  
Author(s):  
S.V. Eremeev ◽  
D.E. Andrianov ◽  
V.S. Titov
Keyword(s):  
Data Analysis ◽  
Spatial Data ◽  
General Structure ◽  
Persistent Homology ◽  
Topological Data Analysis ◽  
Spatial Objects ◽  
Topological Features ◽  
Definition Of ◽  
Topological Data

A problem of automatic comparison of spatial objects on maps with different scales for the same locality is considered in the article. It is proposed that this problem should be solved using methods of topological data analysis. The initial data of the algorithm are spatial objects that can be obtained from maps with different scales and subjected to deformations and distortions. Persistent homology allows us to identify the general structure of such objects in the form of topological features. The main topological features in the study are the connectivity components and holes in objects. The paper gives a mathematical description of the persistent homology method for representing spatial objects. A definition of a barcode for spatial data, which contains a description of the object in the form of topological features is given. An algorithm for comparing feature barcodes was developed. It allows us to find the general structure of objects. The algorithm is based on the analysis of data from the barcode. An index of objects similarity in terms of topological features is introduced. Results of the research of the algorithm for comparing maps of natural and municipal objects with different scales, generalization and deformation are shown. The experiments confirm the high quality of the proposed algorithm. The percentage of similarity in the comparison of natural objects, while taking into account the scale and deformation, is in the range from 85 to 92, and for municipal objects, after stretching and distortion of their parts, was from 74 to 87. Advantages of the proposed approach over analogues for the comparison of objects with significant deformation at different scales and after distortion are demonstrated.

scholarly journals Persistent Homology Analysis of RNA

2016 ◽  
Vol 4 (1) ◽  
Author(s):  
Adane L. Mamuye ◽  
Matteo Rucco ◽  
Luca Tesei ◽  
Emanuela Merelli
Keyword(s):  
Data Analysis ◽  
Rna Folding ◽  
Persistent Homology ◽  
Betti Numbers ◽  
Structural Features ◽  
Topological Data Analysis ◽  
Analysis Tool ◽  
Global Features ◽  
Folding Space ◽  
Topological Data

AbstractTopological data analysis has been recently used to extract meaningful information frombiomolecules. Here we introduce the application of persistent homology, a topological data analysis tool, for computing persistent features (loops) of the RNA folding space. The scaffold of the RNA folding space is a complex graph from which the global features are extracted by completing the graph to a simplicial complex via the notion of clique and Vietoris-Rips complexes. The resulting simplicial complexes are characterised in terms of topological invariants, such as the number of holes in any dimension, i.e. Betti numbers. Our approach discovers persistent structural features, which are the set of smallest components to which the RNA folding space can be reduced. Thanks to this discovery, which in terms of data mining can be considered as a space dimension reduction, it is possible to extract a new insight that is crucial for understanding the mechanism of the RNA folding towards the optimal secondary structure. This structure is composed by the components discovered during the reduction step of the RNA folding space and is characterized by minimum free energy.

scholarly journals Feasibility of Topological Data Analysis for event-related fMRI

2018 ◽  
Author(s):  
Cameron T. Ellis ◽  
Michael Lesnick ◽  
Gregory Henselman-Petrusek ◽  
Bryn Keller ◽  
Jonathan D. Cohen
Keyword(s):  
Data Analysis ◽  
Persistent Homology ◽  
Time Frame ◽  
Topological Data Analysis ◽  
Fmri Data ◽  
Cognitive Representations ◽  
New Approach ◽  
Neural Data ◽  
Topological Features ◽  
Topological Data

AbstractRecent fMRI research shows that perceptual and cognitive representations are instantiated in high-dimensional multi-voxel patterns in the brain. However, the methods for detecting these representations are limited. Topological Data Analysis (TDA) is a new approach, based on the mathematical field of topology, that can detect unique types of geometric features in patterns of data. Several recent studies have successfully applied TDA to study various forms of neural data; however, to our knowledge, TDA has not been successfully applied to data from event-related fMRI designs. Event-related fMRI is very common but limited in terms of the number of events that can be run within a practical time frame and the effect size that can be expected. Here, we investigate whether persistent homology — a popular TDA tool that identifies topological features in data and quantifies their robustness — can identify known signals given these constraints. We use fmrisim, a Python-based simulator of realistic fMRI data, to assess the plausibility of recovering a simple topological representation under a variety of conditions. Our results suggest that persistent homology can be used under certain circumstances to recover topological structure embedded in realistic fMRI data simulations.

scholarly journals Classification of apatite structures via topological data analysis: a framework for a ‘Materials Barcode’ representation of structure maps

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Scott Broderick ◽  
Ruhil Dongol ◽  
Tianmu Zhang ◽  
Krishna Rajan
Keyword(s):  
Machine Learning ◽  
Data Analysis ◽  
Crystal Chemistry ◽  
Persistent Homology ◽  
Hierarchical Classification ◽  
Topological Data Analysis ◽  
Learning Tool ◽  
Coordination Polyhedra ◽  
Machine Learning Tool ◽  
Topological Data

AbstractThis paper introduces the use of topological data analysis (TDA) as an unsupervised machine learning tool to uncover classification criteria in complex inorganic crystal chemistries. Using the apatite chemistry as a template, we track through the use of persistent homology the topological connectivity of input crystal chemistry descriptors on defining similarity between different stoichiometries of apatites. It is shown that TDA automatically identifies a hierarchical classification scheme within apatites based on the commonality of the number of discrete coordination polyhedra that constitute the structural building units common among the compounds. This information is presented in the form of a visualization scheme of a barcode of homology classifications, where the persistence of similarity between compounds is tracked. Unlike traditional perspectives of structure maps, this new “Materials Barcode” schema serves as an automated exploratory machine learning tool that can uncover structural associations from crystal chemistry databases, as well as to achieve a more nuanced insight into what defines similarity among homologous compounds.

scholarly journals Empowering Advanced Driver-Assistance Systems from Topological Data Analysis

Mathematics ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 634
Author(s):  
Tarek Frahi ◽  
Francisco Chinesta ◽  
Antonio Falcó ◽  
Alberto Badias ◽  
Elias Cueto ◽  
...  
Keyword(s):  
Data Analysis ◽  
The State ◽  
Sensor Data ◽  
Topological Data Analysis ◽  
Motion Sensors ◽  
Driver Assistance Systems ◽  
The Road ◽  
Topological Features ◽  
Recent Developments ◽  
Topological Data

We are interested in evaluating the state of drivers to determine whether they are attentive to the road or not by using motion sensor data collected from car driving experiments. That is, our goal is to design a predictive model that can estimate the state of drivers given the data collected from motion sensors. For that purpose, we leverage recent developments in topological data analysis (TDA) to analyze and transform the data coming from sensor time series and build a machine learning model based on the topological features extracted with the TDA. We provide some experiments showing that our model proves to be accurate in the identification of the state of the user, predicting whether they are relaxed or tense.

scholarly journals Topological data analysis for true step detection in periodic piecewise constant signals

2018 ◽  
Vol 474 (2218) ◽  
pp. 20180027 ◽  
Author(s):  
Firas A. Khasawneh ◽  
Elizabeth Munch
Keyword(s):  
Data Analysis ◽  
Persistent Homology ◽  
Topological Data Analysis ◽  
Future Research ◽  
Accurate Identification ◽  
Piecewise Constant ◽  
Higher Dimensional ◽  
Powerful Approach ◽  
Hadamard Transforms ◽  
Topological Data

This paper introduces a simple yet powerful approach based on topological data analysis for detecting true steps in a periodic, piecewise constant (PWC) signal. The signal is a two-state square wave with randomly varying in-between-pulse spacing, subject to spurious steps at the rising or falling edges which we call digital ringing. We use persistent homology to derive mathematical guarantees for the resulting change detection which enables accurate identification and counting of the true pulses. The approach is tested using both synthetic and experimental data obtained using an engine lathe instrumented with a laser tachometer. The described algorithm enables accurate and automatic calculations of the spindle speed without any choice of parameters. The results are compared with the frequency and sequency methods of the Fourier and Walsh–Hadamard transforms, respectively. Both our approach and the Fourier analysis yield comparable results for pulses with regular spacing and digital ringing while the latter causes large errors using the Walsh–Hadamard method. Further, the described approach significantly outperforms the frequency/sequency analyses when the spacing between the peaks is varied. We discuss generalizing the approach to higher dimensional PWC signals, although using this extension remains an interesting question for future research.

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