Time-resolved topological data analysis of market instabilities

Research overview

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.

Connection to our practice

This work illustrates the application of mathematical research to the analysis of complex financial systems. It informs the partnership’s interest in model validation, changing risk conditions, and the limits of conventional indicators.

This research predates the establishment of Albius AI Partners. Consult the original publication for methods, findings, and limitations.

Authors at Albius

A research question worth exploring?

Tell us what your organization needs to accomplish. We’ll start with the decision in front of you.

Discuss your priorities