Topological Data Analysis for Economics and Finance
Dr Simon Rudkin, University of Manchester
Dr Simon Rudkin, University of Manchester
Topological Data Analysis Ball Mapper (Published Work)
Rudkin, S., Rudkin, W., & Dłotko, P. (2025). Return trajectory and the forecastability of bitcoin returns. Financial Review, 60(2), 509-539. https://onlinelibrary.wiley.com/doi/abs/10.1111/fire.12420
Tubadji, A., & Rudkin, S. (2025). Cultural gravity and redistribution of growth through migration: Cohesion lessons from spatial econometrics and topological data analysis. Papers in Regional Science, 104(1), 100064. https://www.sciencedirect.com/science/article/pii/S1056819024000848
Rudkin, S., Barros, L., Dłotko, P., & Qiu, W. (2024). An economic topology of the Brexit vote. Regional Studies, 58(3), 601-618. https://doi.org/10.1080/00343404.2023.2204123
Rudkin, S., & Dlotko, P. (2024, September). A topology of inclusion: European regions and the digital divide. In 2024 Fourth International Conference on Digital Data Processing (DDP) (pp. 123-128). IEEE. https://ieeexplore.ieee.org/abstract/document/10900495/
Chong, W. K., Chang, C., & Rudkin, S. (2024). Information exploitation of human resource data with persistent homology. Journal of Business Research, 172, 114410. https://doi.org/10.1016/j.jbusres.2023.114410
Dłotko, P., Qiu, W., & Rudkin, S. T. (2024). Financial ratios and stock returns reappraised through a topological data analysis lens. The European Journal of Finance, 30(1), 53-77. https://www.tandfonline.com/doi/abs/10.1080/1351847X.2021.2009892
Topological Data Analysis Ball Mapper (Software Guides):
Rudkin, S. (2025). An Introduction to Topological Data Analysis Ball Mapper in R. arXiv preprint arXiv:2504.14081. https://arxiv.org/abs/2504.14081
Rudkin, S. (2025). An Introduction to Topological Data Analysis Ball Mapper in Python. arXiv preprint arXiv:2505.03022. https://arxiv.org/abs/2505.03022
Rudkin, S., & Rudkin, W. (2026). ballmapper: Applying Topological Data Analysis Ball Mapper in Stata. arXiv preprint arXiv:2601.00508. https://arxiv.org/abs/2601.00508
Topological Data Analysis: Ball Mapper (Working Papers)
Benites, A., Hara, K., Singh, P., Zubier, B., & Rudkin, S. (2025). A Topology of Educational Outcome Inequality. Available at SSRN 5401815. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5401815
Otway, A., & Rudkin, S. (2024). The Shape of Left-Behindedness: The 2019 UK General Election and Britain's Changing Electoral Geography. Available at SSRN 4877434. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4877434
Rudkin, S., Webber, D. J., & Dlotko, P. (2023). Spatial Disparities in Infection Rates at the Dawn of a Pandemic: Wealthy Young Workers Mattered. Available at SSRN 4356837. LINK
Rudkin, S., & Webber, D. J. (2023). Regional growth paths and regional resilience. Available at SSRN 4333276. LINK
Dlotko, P., Qiu, W., & Rudkin, S. (2022). Topological data analysis ball mapper for finance. arXiv preprint arXiv:2206.03622 LINK
Dlotko, P., & Rudkin, S. (2020). Visualising the evolution of English COVID-19 cases with topological data analysis Ball Mapper. arXiv preprint arXiv:2004.03282.LINK
Dlotko, P., & Rudkin, S. (2020). Covid-19 clinical data analysis using Ball Mapper. medRxiv. LINK
Dlotko, P., Qiu, W., & Rudkin, S. (2019). Financial ratios and stock returns reappraised through a topological data analysis lens. arXiv preprint arXiv:1911.10297. LINK
Dlotko, P., Rudkin, S., & Qiu, W. (2019). Topologically Mapping the Macroeconomy. arXiv preprint arXiv:1911.10476. LINK
Topological Data Analysis: Time Series (Published Work)
Rudkin, S., Qiu, W., & Dłotko, P. (2023). Uncertainty, volatility and the persistence norms of financial time series. Expert Systems with Applications, 119894. Open Access Link
Rudkin, S., Rudkin, W., & Dłotko, P. (2023). On the topology of cryptocurrency markets. International Review of Financial Analysis, 102759. Open Access Link
Topological Data Analysis: Time Series (Working Papers)
Dłotko, P., Qiu, W., & Rudkin, S. (2019). Cyclicality, periodicity and the topology of time series. arXiv preprint arXiv:1905.12118. LINK
Dlotko, P., & Rudkin, S. (2019). The Topology of Time Series: Improving Recession Forecasting from Yield Spreads (No. 2019-02). LINK