Wanling Rudkin
I am a Lecturer in Finance at the University of Exeter with a focus on theoretical and empirical asset pricing. My PhD entitled "Essays in Sustainable Finance" was obtained from the University of Liverpool in 2022.
Projects involving Topological Data Analysis (TDA) are considered under two headings. Firstly, work using the persistence diagrams of financial time series and secondly, work which applies TDA for multi-dimensional data visualisation. Recent publications in the International Review of Financial Analysis, and Expert Systems with Applications, focus on how the TDA signals from financial time series relate to our theoretical understanding of financial markets. Secondly, applications of TDA BallMapper (TDABM) consider how new insight can be obtained from the joint distribution of multivariate data. Published examples include the assessment of credit risk, in Expert Systems with Applications, and the link between firm characteristics and stock returns, in The European Journal of Finance.
Ongoing research continues to bridge the gap between the information obtained from data with TDA and the research frontier in finance.
How to find me?
0.27 Streatham CourtUniversity of Exeter Business School
University of Exeter
Rennes Drive
Exeter
EX4 4PUL
United Kingdom
ORCID