Time-resolved topological data analysis of market instabilities
Yuri A. Katz, Alain Biem
Co-founder & Principal
Dr. Yuri Katz
Quantitative research, financial risk, and decision intelligence
Yuri brings mathematical depth and research leadership to complex modeling, financial-risk, and decision-intelligence questions.
Previously Head of Data Science, Risk & Valuation Services at S&P Global Market Intelligence, Yuri led AI innovation in financial risk across teams in multiple geographies.
His research spans machine learning, quantitative finance, and the physical sciences. It includes work on topological data analysis and the study of financial-market instability, connecting mathematical methods to practical questions of risk.
At Albius, Yuri contributes scientific rigor, quantitative modeling expertise, and a research-led perspective to the firm’s advisory and implementation work.
Areas of expertise
- Quantitative financial risk
- Machine learning and advanced modeling
- Topological data analysis
- Research and decision intelligence
Selected publications
Research authored or co-authored by Dr. Yuri Katz, with original publication records.
Publication details
Topological Data Analysis of Financial Time Series: Landscapes of Crashes
Marian Gidea, Yuri Katz
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