Topological phases of quantum matter defy characterization by conventional order parameters but can exhibit quantized electro-magnetic response and/or protected surface states. We examine such phenomena in a model for three-dimensional correlated complex oxides, the pyrochlore iridates. The model realizes interacting topological insulators with and without time-reversal symmetry, and topological Weyl semimetals. We use cellular dynamical mean field theory, a method that incorporates quantum-many-body effects and allows us to evaluate the magneto-electric topological response coefficient in correlated systems. This invariant is used to unravel the presence of an interacting axion insulator absent within a simple mean field study. We corroborate our bulk results by studying the evolution of the topological boundary states in the presence of interactions. Consequences for experiments and for the search for correlated materials with symmetry-protected topological order are given.
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