A Comparative Study of Symbolic Aggregate Approximation and Topological Data Analysis

Fredrik Hobbelhagen, Ioannis Diamantis

Research output: Working paper / PreprintPreprint

Abstract

The movement of stocks is often perceived as random due to the complex interactions between different stocks and the inherently chaotic nature of the market. This study investigates the similarity in stock movements across multiple industry sectors in Europe. Specifically, we apply Topological Data Analysis (TDA) to analyze stock time series data and compare the results with those obtained using an expanded form of a more classical time series analysis method, Symbolic Aggregate Approximation (SAX). Our findings suggest that TDA is better suited for detailed, high-frequency trading analyses as it captures ``local'' properties of the data, whereas SAX is more appropriate for broader analyses where less detail is required.
Original languageEnglish
Number of pages18
Publication statusPublished - 22 Jul 2024

Keywords

  • topological data analysis
  • symbolic aggregate approximation
  • comparison
  • time series
  • stock markets

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