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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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48 results for Causal Dynamics

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.
method Two-stage neural causal modeling integrating discovery and inference.
result Dynamic causal inferences are more stable and meaningful than alternatives.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

Improved Granger causality method for dynamic time series data.

problem Traditional Granger causality method assumes constant causalities, failing to model dynamic causalities.
method Dynamic window-level Granger causality (DWGC) method with causality indexing.
result Improved DWGC method better detects window-level causalities.

Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.

problem Dynamic causal decision-making in a system where rewards depend on past interventions.
method Introduces a new MAB problem (Chronological Causal Bandit) where rewards are influenced by a dynamic causal model.
result Early findings show the CCB can transfer information between sequential MABs.

LOCAL learns dynamic causal structures from time series data efficiently.

problem Challenges in discovering DAG from time series data due to dynamic nature and nonlinear interactions.
method LOCAL proposes a quasi-maximum likelihood-based score function and adaptive modules ACML and DGPL.
result LOCAL significantly outperforms existing methods in dynamic causal discovery.

Amortized Causal Discovery learns to infer causal graphs from time-series data, improving performance.

problem Inference of causal graphs from time-series data is inefficient due to fitting new models for each sample.
method Proposes Amortized Causal Discovery, a variational model that leverages shared dynamics across samples with different causal graphs.
result Significant improvements in causal discovery performance demonstrated experimentally.

Neural Shadow-Mapping uncovers causal links in dynamic systems.

problem Discovering causal structures in dynamic systems with mirage correlations.
method Neural network based method embedding high-dimensional data into a shadow representation for causal link estimation.
result Demonstrates performance in discovering causal links from video-representations of dynamic systems.

New model tackles complex spatio-temporal causal inference with dynamic confounders and functional data.

problem Complex spatio-temporal dynamics and unmeasured confounders hinder causal inference.
method PFD-BDCM, a unified generative framework for spatio-temporal dependencies, functional data, and dynamic confounding.
result PFD-BDCM outperforms existing methods across observational, interventional, and counterfactual queries.

IntDC framework uncovers causal relationships from non-interventional data.

problem Detecting causal relationships in non-interventional complex systems.
method Interventional Embedding Entropy (IEE) for causal strength measurement.
result IEE accurately finds causal edges and quantifies causal strength robustly.

TSCI improves causal inference in dynamical systems using vector fields.

problem Challenges in causal discovery with time series data in dynamical systems.
method TSCI method using vector fields to check for synchronization between learned dynamics.
result TSCI outperforms traditional methods like CCM and its generalizations.

Framework LiLY recovers latent causal variables from time-series data under distribution shifts.

problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.

Dynamic Structural Causal Models handle time-dependent systems with cycles and latent confounding.

problem Representing and analyzing systems of Stochastic Differential Equations (SDEs) with DSCMs.
method Define time-splitting and subsampling operations to analyze DSCMs of SDEs, and apply existing causal discovery algorithms to time-series data.
result DSCMs provide a graphical Markov property for SDEs and enable identification of time-dependent causal effects.

Combines causal learning with dynamical systems for practical model identification.

problem Lack of practical, identifiable models for causal inference in dynamical systems.
method Draws connection between causal representation learning and dynamical systems, applying identifiable methods to scalable differentiable solvers.
result Learned explicitly controllable models for trajectory-specific parameters.

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

In many application areas---lending, education, and online recommenders, for example---fairness and equity concerns emerge when a machine learning system interacts with a dynamically changing environment to produce both immediate and long-term effects for individuals and demographic groups. We discuss causal directed a…

2019-09-18abs ↗pdf ↗

ACI identifies cause-effect relationships and causal influence ranges in dynamical systems.

problem Detecting and quantifying causal influence ranges in complex systems.
method Bayesian data assimilation and assimilative causal inference (ACI) to trace causes back from observed effects.
result Mathematically rigorous formulations of forward and backward causal influence ranges (CIRs) for nonlinear dynamical systems.

Interpretable model for Granger causality using neural networks.

problem Inferring Granger causality in complex dynamical systems.
method Extension of self-explaining neural networks for multivariate Granger causality.
result Framework performs on par with baseline methods and better at inferring interaction signs.

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states of the system's components over time, but also describe how their evolution is af…

2018-03-23abs ↗pdf ↗

The paper proposes a method to identify causal structure in complex dynamical systems.

problem Spurious correlations in data-driven models limit the performance of control systems.
method The method leverages controllability concepts to compute input trajectories and uses causal inference techniques.
result The method reliably identifies the true causal structure of control systems from real-world data.

New method identifies how platforms can influence consumer behavior.

problem Estimating the causal effect of digital platforms on consumption.
method General causal inference problem, focusing on observational designs, and explicitly modeling consumption dynamics.
result Exogenous variation in consumption and responsive algorithmic control actions are sufficient for identifying steerability of consumption.

TV-SurvCaus improves causal inference for dynamic treatments in survival analysis.

problem Estimating causal effects of time-varying treatments on survival outcomes.
method Representation balancing techniques extended to time-varying treatment regimes with survival outcomes.
result TV-SurvCaus outperforms existing methods in estimating individualized treatment effects with time-varying covariates and treatments.

SYNC learns time-aware causal representations to improve model generalization in evolving domains.

problem Spurious correlations and shortcut learning in existing EDG methods hinder model generalization.
method SYNC integrates dynamic causal factors and causal mechanism drifts into a sequential VAE framework.
result SYNC achieves superior temporal generalization performance on synthetic and real-world datasets.

Optimizes portfolios by identifying causal drivers of diversification.

problem Achieving efficient portfolio optimization based on asset and diversification dynamics.
method Commonality Principle, Reichenbach Common Cause Principle, conformal maps, Bayesian networks, correlation-based algorithms, neural networks, SDEs.
result Optimal portfolio diversification achieved through causal methodologies and sensitivity forecasting.

ACI uses Bayesian data assimilation to trace causes from effects in complex systems.

problem Capturing instantaneous, time-evolving causal relationships in complex, high-dimensional systems.
method Assimilative causal inference (ACI) leverages Bayesian data assimilation to trace causes backward from observed effects.
result ACI provides online tracking of causal roles that may reverse intermittently and reveals how far effects propagate.

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

CASPER improves DAG structure learning by integrating graph structure into score function.

problem Discovering suboptimal DAGs and model vulnerabilities in causal discovery.
method CASPER integrates graph structure into the score function as a new measure in the causal space, enhancing DAG structure learning via adaptive attention to DAG-ness.
result CASPER outperforms state-of-the-art methods in terms of accuracy and robustness.

New model infers causal relationships from spatio-temporal data, even with unobserved confounders.

problem Challenges in inferring causal relationships from spatio-temporal data due to unobserved confounders.
method Spatio-Temporal Hierarchical Causal Models (ST-HCMs) that extend hierarchical causal modeling to the spatio-temporal domain, using the Spatio-Temporal Collapse Theorem.
result Validated the effectiveness of ST-HCMs on both synthetic and real-world datasets, demonstrating robust causal inference in complex dynamic systems.

Decomposes financial networks to reveal cause-effect hierarchies during crises.

problem Complex financial networks are hard to interpret due to Granger causality.
method Helmholtz-Hodge-Kodaira decomposition to separate networks into rotational and gradient components.
result Precious metals and pharmaceutical products are identified as causal drivers during crises.

This paper uses LLMs for causal discovery with active learning and dynamic scoring to improve efficiency and fairness.

problem High computational demands and complexities of large-scale data in causal discovery.
method Metadata-based approach, BFS strategy, Active Learning, Dynamic Scoring Mechanism, LLM confidence scores.
result Significantly reduced number of queries and improved efficiency in causal graph construction.

TS-K-means improves financial data clustering with dynamic time warping.

problem Inadequate handling of temporal dependencies in financial time series data.
method Integrates Dynamic Time Warping into Time Series K-means for financial data.
result TS-K-means outperforms traditional K-means in financial data analysis.

CauSTream forecasts streamflow by integrating causal graphs for better interpretability.

problem Streamflow forecasting lacks interpretability and generalization due to fixed causal models.
method CauSTream learns causal graphs for meteorological forcings and routing dependencies.
result CauSTream outperforms existing methods, especially at longer forecast windows.