Academic publications
Selected publications authored or co-authored by our partners across financial risk, quantitative methods, and enterprise systems. Original authorship and publication records are preserved.
An investigation of topological methods for identifying changes in financial time series. The study examines credit default swap data and explores signals associated with approaching market instability.
The authors examine the evolution of US stock-market time series around major financial crises, using persistent homology to study patterns in the data and potential early warning signals.
A prototype demonstrates how stream processing can combine vehicle GPS and road-network information to produce real-time transportation insights and routing information.
Original authorship and publication dates are retained. Research may predate the establishment of Albius AI Partners; the original publishers retain their respective rights.
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