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.
The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.
problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.
We fully develop the concept of causal symmetry introduced in Class. Quant. Grav. 20 (2003) L139. A causal symmetry is a transformation of a Lorentzian manifold (V,g) which maps every future-directed vector onto a future-directed vector. We prove that the set of all causal symmetries is not a group under the usual comp…
We define a new type of transformation for Lorentzian manifolds characterized by mapping every causal future-directed vector onto a causal future-directed vector. The set of all such transformations, which we call causal symmetries, has the structure of a submonoid. Some of their properties are investigated and we give…
Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information for an (potentially causal) effect of the treatment A(t) on the outcome Y(t), in…
Many questions in Data Science are fundamentally causal in that our objective is to learn the effect of some exposure, randomized or not, on an outcome interest. Even studies that are seemingly non-causal, such as those with the goal of prediction or prevalence estimation, have causal elements, including differential c…
We introduce causal pieces to improve spiking neural networks.
problem Improving the expressiveness and trainability of spiking neural networks.
method We decompose the input domain of SNNs into causal regions, proving that the number of these regions is a measure of SNNs' approximation capabilities.
result Parameter initialisations yielding a high number of causal pieces correlate with SNN training success.
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.
The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called least-squares independence regression (LSIR). LSIR learns the additive noise model…
Based on the recent work \cite{PII} we put forward a new type of transformation for Lorentzian manifolds characterized by mapping every causal future-directed vector onto a causal future-directed vector. The set of all such transformations, which we call causal symmetries, has the structure of a submonoid which contain…
Granger causality is a widely-used criterion for analyzing interactions in large-scale networks. As most physical interactions are inherently nonlinear, we consider the problem of inferring the existence of pairwise Granger causality between nonlinearly interacting stochastic processes from their time series measuremen…
Simplified identification methods for causal inference with arbitrary interventional distributions.
problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.
In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are particularly challenging in such nonstationary environments. In this paper, we study c…