This study proposes a novel loss function for neural network models that explores the topological structure of stock realized volatility (RV) data by adding Wasserstein Distance (WD). The study shows that the proposed loss statistically significantly improves the forecast accuracy of neural network models …

This paper presents a user-friendly version of Persistent Homology (PH) graph code to model financial market structures and changes. By leveraging Topological Data Analysis (TDA), the code offers an effective approach for analyzing high-dimensional stock data, enabling the identification of persistent …

This paper presents user-friendly code for the implementation of a loss function for neural network time series models that exploits the topological structures of financial data. By leveraging the recently-discovered presence of topological features present in financial time series data, the code offers …

Autonomous freight transport is becoming an increasingly relevant topic in transport and logistics. Maritime Autonomous Surface Ships (or MASS) can sail to varying degrees of autonomy, making “smart” shipping possible and sailing with fewer or even full crew members. MASS is intended to enable shipping …

This paper investigates the application of neural basis expansion analysis with exogenous variables (NBEATSx) in the prediction of daily stock realized volatility for various time steps. It compares NBEATSx’s forecasting accuracy and robustness with several commonly used models, namely Long-Short Term …

This research investigates the factors influencing the capital structure of 271 non-financial firms listed on the Korean Stock Exchange (KSE) over a broad period from 1995 to 2021, encompassing both stable and crisis conditions. Employing a dynamic panel data model and the generalized method of moments …

Kahramanmaraş Earthquake Sequence of 6th of February is the deadliest earthquake that happened in Turkey in the era of instrumental seismology, claiming more than 55 thousand lives and leaving torn down cities and towns behind. More than 450 km long lateral strike-slip fault ruptured during these catastrophic …

Post-earthquake structural damage shows that out-of-plane wall collapse is one of the most prevalent failure mechanisms in unreinforced masonry (URM) buildings. This issue is particularly critical in Groningen, a province located in the northern part of the Netherlands, where low-intensity ground shaking …

This paper proposes a novel theory, coined as Topological Tail Dependence Theory, that links the mathematical theory behind Persistent Homology (PH) and the financial stock market theory. This study also proposes a novel algorithm to measure topological stock market changes as well as the incorporation …

Cities all over the world are rethinking their mobility policies in light of environmental and quality of life objectives. As space is one of cities’ scarcest resources, mobility’s spatial footprint is increasingly scrutinized as externality to mitigate. Similar to passenger transport, goods transport …