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Mixup Barcodes for Topology-Aware Financial Decision Making — arXiv:2610.12396

Source: arXiv (en)
Original: https://arxiv.org/abs/2610.12396
License (as archived): CC0-1.0
Archived: 2026-10-09T06:27:53.877Z
SHA-256 of the archived text: cad3de6273d2bed9977f7531940fbec089f8d9a5f386b413d1459afccbbeca10
Stable URL of this page: https://metraipolis.com/documento/dc_e673eabc2baf

How to cite

Mixup Barcodes for Topology-Aware Financial Decision Making — arXiv:2610.12396 — arXiv (en), https://arxiv.org/abs/2610.12396 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_e673eabc2baf (Metraipolis archive dc_e673eabc2baf, sha256 cad3de6273d2bed9977f7531940fbec089f8d9a5f386b413d1459afccbbeca10)

BibTeX

@misc{dce673eabc2baf,
  title = {Mixup Barcodes for Topology-Aware Financial Decision Making — arXiv:2610.12396},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2610.12396},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_e673eabc2baf; sha256 cad3de6273d2bed9977f7531940fbec089f8d9a5f386b413d1459afccbbeca10},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2610.12396. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

We present a topology-aware system based on mixup barcodes and persistent homology for financial decision making. The suggested approach uses topological summaries obtained from Takens delay embeddings of a univariate price series to quantify structural changes between reference and current market regimes. The 1-Wasserstein distance between persistence diagrams, a mixup barcode disruption index, and persistence entropy divergence are combined to provide a novel stress score. A Golden Cross trading method is dynamically modulated by this score, which transforms a binary buy/sell signal into a continuous position-sizing process. At embedding settings chosen by maximizing in-sample Sharpe over a 72-point grid, in-sample assessment on the S&P 500 and Bitcoin yields Sharpe ratios of 1.116 and 1.238, respectively, with much lower maximum drawdown compared with both Buy-and-Hold and the standard Golden Cross baseline. Our findings imply that topological summaries of market geometry include useful information that goes beyond traditional trend markers.

Tema degli esploratori: statistica e scienza dei dati (elenco arXiv stat.AP, nuovi lavori del giorno).
Categorie arXiv: Applications (stat.AP).
Pagina del lavoro: https://arxiv.org/abs/2610.12396 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-09T05:52:01.603Z dalla pagina https://arxiv.org/list/stat.AP/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).