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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.

168,695 papers · 148 categories

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24487296 · May 202619922001200920172026
48 results for Causal hierarchy

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.

The study quantifies the information needed for causal queries at different levels of Pearl's hierarchy.

problem How much additional information is needed for interventional and counterfactual queries compared to observational queries?
method Formalized via query-class description length, using Kolmogorov complexity of answer oracles induced by SCMs.
result Binary acyclic SCMs show a quadratic gap between observational and interventional descriptions, and a logarithmic gap between interventional and counterfactual descriptions.

The full causal ladder of spacetimes is constructed, and their updated main properties are developed. Old concepts and alternative definitions of each level of the ladder are revisited, with emphasis in minimum hypotheses. The implications of the recently solved ``folk questions on smoothability'', and alternative prop…

2006-09-26abs ↗pdf ↗

TRAM-DAG models bridge interpretability and flexibility in causal modeling.

problem Modeling causal relationships in diverse data types while maintaining interpretability.
method Using transformation models (TRAMs) within structural causal models (SCMs) to handle various data types and maintain interpretability.
result TRAM-DAG models achieve equal or superior performance in causal queries across different levels of the causal hierarchy.

Unified multilinear model for causal factor disentanglement.

problem Disentangling causal factors from complex data without direct manipulation.
method Hierarchical block multilinear factorization (M-mode Block SVD) and incremental approach.
result Interpretable object representation robust to occlusion and reduced training data.

Paper simplifies complex causal identifiability problems with exogenous isomorphism.

problem Achieving consistent answers to causal questions in Structural Causal Models.
method Introducing exogenous isomorphism and proposing EI\sim_{\mathrm{EI}}-identifiability.
result Unified and generalized theories for practical applications in counterfactual reasoning.

Unified approach to causal representation learning using invariance principles.

problem Identifying latent causal variables from high-dimensional observations.
method Guiding identification of causal variables with invariance principles rather than causal hierarchies.
result Unified method that mixes causal and non-causal assumptions improves treatment effect estimation.

Study evaluates large language models' ability to understand probabilistic real-world distributions.

problem Understanding how LLMs grasp probabilistic knowledge of real-world distributions.
method Developed a benchmark to test LLMs' ability to learn and represent empirical distributions across various domains.
result LLMs perform poorly in understanding real-world statistics and do not naturally internalize these distributions.

Eight different refinements of trapped surfaces are proposed, of three basic types, each intended as potential stability conditions. Minimal trapped surfaces are strictly minimal with respect to the dual expansion vector. Outer trapped surfaces have positivity of a certain curvature, related to surface gravity. Increas…

2009-06-14abs ↗pdf ↗

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal distribution or other distribution encouraging sparsity. However, this prior is agnostic to…

2019-05-30abs ↗pdf ↗

Generates counterfactuals in target domain from source domain observations.

problem Cross-domain learning with domain shifts and lack of parallel datasets.
method Unsupervised, Neural Causal Models, Joint Causal Graphs, Effect-Intrinsic vs Domain-Intrinsic Variables.
result Framework generates counterfactuals that closely match ground truth.

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

problem Integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
method Constructs a bihamiltonian integrable hierarchy of hydrodynamic type.
result Integrable hierarchy possesses Virasoro symmetries and a tau structure.

Study identifies pitfalls in assessing hierarchies for multi-class classification.

problem Lack of understanding in selecting hierarchies for multi-class classification.
method Analyzed and compared popular approaches to extracting hierarchies.
result Hierarchy quality becomes irrelevant when using powerful classifiers.

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

Twisted UU- and twisted U/KU/K-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted O(J,J)O(J)×O(J)\frac {O(J,J)}{O(J)\times O(J)}-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

2011-03-31abs ↗pdf ↗

We propose a formally completely integrable extension of heat hierarchy based on the space of symmetries isomorphic to the Weyl algebra A1\mathcal{A}_1. The extended heat hierarchy will be the basic model for the analysis of the extension of KP hierarchy, and other integrable equations.

2014-01-19abs ↗pdf ↗

Wise's Quasiconvex Hierarchy Theorem classifying hyperbolic virtually compact special groups in terms of quasiconvex hierarchies played an essential role in Agol's proof of the Virtual Haken Conjecture. Answering a question of Wise, we construct a new virtual quasiconvex hierarchy for relatively hyperbolic virtually co…

2019-03-28abs ↗pdf ↗

New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.

problem Formal solutions of KP hierarchy and their non-formal counterparts.
method Developed new hierarchies of non-linear equations on non-formal pseudo-differential operators.
result Expressed one hierarchy as Yang-Mills action minimization.

Symmetry reduction of Painlevé IV to Flaschka-Newell Painlevé II

problem Isomonodromic deformation problem associated with rank-two meromorphic connections
method Symmetry Ψ(λ)=σ1Ψ(λ)σ1Ψ(-λ)= σ_1 Ψ(λ) σ_1
result Induced isomonodromic dynamics coincides with Flaschka-Newell Painlevé II hierarchy

Scroll structures on solutions of 4D integrable equations are involutive and governed by a dispersionless hierarchy.

problem Characterizing the geometry of solutions to 4D integrable equations.
method Defining rational normal scrolls and showing their involutivity.
result Involutive scroll structures are governed by a dispersionless integrable hierarchy.

A relation between the Goldstein-Petrich hierarchy for plane curves and the Toda lattice hierarchy is investigated. A representation formula for plane curves is given in terms of a special class of ττ-functions of the Toda lattice hierarchy. A representation formula for discretized plane curves is also discussed.

2013-10-26abs ↗pdf ↗

Constructs tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy

problem Tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy
method Local tri-Hamiltonian structure construction and Frobenius manifold construction
result Dispersionless limits of flows belong to Principal Hierarchy

New integrable deformations for topological hierarchies from Frobenius manifolds.

problem Integrable deformations of topological hierarchies from Frobenius manifolds.
method Construction of integrable deformations with polynomial tau-structures.
result Conjecture of universal object for Riemann--Hopf hierarchy.

We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…

2010-10-27abs ↗pdf ↗

Paper investigates methods to improve classification by inducing a hierarchy from flat labels.

problem Improving classification performance on datasets lacking a natural hierarchy.
method The approach involves clustering conditional distributions and using a hierarchical classifier with the induced hierarchy.
result The methods can discover latent hierarchies and improve accuracy in various applications.

We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators LmL_m, m1m\geq -1 of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…

2003-08-15abs ↗pdf ↗

Paper addresses limitations of traditional hierarchical clustering methods.

problem Traditional hierarchical clustering methods face limitations in binary trees and ultrametrics.
method Introduces the notion of a valid hierarchy and a two-step algorithm to construct a binary tree and prune it to enforce validity.
result Proposes a method to recover the finest valid hierarchy, which is not constrained to binary structures.

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group LL as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…

2014-06-19abs ↗pdf ↗

Study bihamiltonian structures and Frobenius manifolds for specific Toda hierarchies.

problem Local bihamiltonian structures and Frobenius manifolds for asymmetric rational reductions of 2D-Toda hierarchy.
method Construct three-dimensional generalized Frobenius manifold, relate to other hierarchies via transformations.
result Explicit relation between RR2T and bi-graded Toda and constrained KP hierarchies.

Investigate the evolving structure of cryptocurrency interactions using high-frequency returns.

problem Evolution of cryptocurrency interactions
method Construct directed and weighted networks from Granger causal relationships between cryptocurrency log-returns.
result Normalized returns exhibit heavy-tailed distributions.

We observe that the modular class of a Poisson-Nijhenhuis manifold has a canonical representative and that, under a cohomological assumption, this vector field is bi-hamiltonian. In many examples the associated hierarchy of flows reproduces classical integrable hierarchies.

2006-07-30abs ↗pdf ↗

ProHOC detects OOD samples in class hierarchies, predicting them to correct internal nodes.

problem Binary OOD detection ignores semantic relationships between OOD and ID classes.
method Probabilistic hierarchical model using multi-depth networks trained for ID classification.
result ProHOC effectively classifies OOD samples to their correct internal nodes in class hierarchies.