Uncertainty, volatility and the persistence norms of financial time series

Norms of Persistent Homology introduced in topological data analysis are seen as indicators system instability, analogous to the changing predictability that is captured financial market uncertainty indexes. This paper demonstrates norms from markets significant explaining uncertainty, whilst macroeconomic only explainable by volatility. Meanwhile, volatility insignificant determination when enters regression. Persistence therefore have potential a further tool asset pricing, and also means capturing signals time series beyond