Can the Topological Shape of the Market Predict How Returns Evolve?
I am pleased to announce that my new paper is now available:
"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"
- 📄 (SSRN): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6837799
- 📄 (arXiv): https://arxiv.org/abs/2606.08586


Dr Krzysztof Ozimek
Quantitative Investment & Trading Research Educator
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