Accepted for Publication in Bank i Kredyt: Topological Anomalies and Return Predictability in the S&P 500

I'm happy to share that my research article has been accepted for publication in Bank i Kredyt (Bank and Credit), the peer-reviewed journal of the National Bank of Poland.

In the journal, it will appear under the title "Topological Anomalies and Return Predictability in the S&P 500".

The preprint is available on arXiv and SSRN under its working title: "Cross-Sectional Topological Anomaly Scores and Intraday Return Predictability: BallMapper Descriptors, Decoder-Conditional VAE, and Function-on-Function Regression on S&P 500 Intraday Data".