Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach

By Krzysztof Ozimek

Published 2025-07-14

Everscope rating

1714.7

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Three-stage topological anomaly detection and functional regression pipeline. Problem types: Anomaly Detection, Time Series Forecasting, Regression, Unsupervised Learning, Dimensionality Reduction, Risk Management.

arXiv:2606.08586 · Paper rankings

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