Research
Peer-reviewed. Patented. Published.
The science behind CumulantX is grounded in peer-reviewed research and granted patents — open to the scrutiny of academic peers, risk committees, and regulators.
100+ publications · 20+ patents granted
Publications
Selected
- PD Model
Q-Gaussian Model of Default
Y. Katz, N. Tian · ACRN Journal of Finance and Risk Perspectives
2014
- PD Model
q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations
Y. Katz, N. Tian · Physica A: Statistical Mechanics and its Applications
2024
- TDA
Topological data analysis of financial time series: Landscapes of crashes
M. Gidea, Y. Katz · Physica A: Statistical Mechanics and its Applications
2018
- TDA
Time-resolved topological data analysis of market instabilities
Y. Katz, A. Biem · Physica A: Statistical Mechanics and its Applications
2021
Representative selection. Full citation record available on request.
Patents
Provisional application
System and Method for Forecasting Critical Financial Indicator Movements Using Topological Feature Extraction and Machine Learning
Filed 2025