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arXiv research

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.

168,878 papers · 148 categories

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59118176235 · May 202619922001200920172026
48 results for Directed relationships

Introduces a new model for directed relationships in Gaussian data.

problem Learning directed relationships in Gaussian data.
method Developed a new directed graphical model (GGIM) from Gaussian data, leveraging stationary Gaussian processes on graphs.
result GGIMs can be framed as a LASSO problem and have a bound on the difference from the l1l_1-norm penalized maximum log-likelihood estimate.

In this study, we define a new type of direction curves in the Euclidean 3-space such as osculating-direction curve. We give the characterizations for these curves. Moreover, we obtain the relationships between osculating direction curves and some special curves such as helix, slant helix or rectifying curves.

2015-02-16abs ↗pdf ↗

Study uses VC correlation to uncover directional financial relationships.

problem Understanding causal relationships between financial variables.
method Volatility constrained correlation (VC correlation) method.
result Operating income is most influential, while market capitalization and revenue are most susceptible.

CCHM algorithm learns BN structure with latent variables, improving causal effect measurement.

problem Latent variables cause spurious relationships in BN structure learning.
method Hybrid approach combining constraint-based and score-based learning, incorporating do-calculus.
result CCHM outperforms state-of-the-art in reconstructing true BN structure.

Study shows how business cycle affects dividend payout based on managerial stock incentives.

problem Impact of managerial stock incentives on dividend payout policy during business cycles.
method Using S&P 1500 companies data from 2000-2018, analyzing full sample and recession periods.
result Negative relationship between managerial stock options and dividend payouts, significant for medium-sized companies.

DBNs predict cryptocurrency price directions by uncovering causal relationships.

problem Predicting cryptocurrency price movements due to volatility and external factors.
method Dynamic Bayesian Networks (DBN) approach to identify causal relationships among features.
result DBN significantly outperforms baseline models in predicting cryptocurrency prices.

Paper proposes RCD method to discover causal structure with latent confounders.

problem Causal discovery from data with latent confounders.
method Repetitive causal discovery (RCD) method to infer causal directions between observed variables.
result RCD effectively identifies latent confounders and causal directions between observed variables.

Shifu2 discovers advisor-advisee relationships in collaboration networks.

problem Discovering hidden advisor-advisee relationships in scientific collaboration networks.
method Network Representation Learning (NRL) model, considering both network structure and node/edge semantics.
result Improved stability and effectiveness compared to state-of-the-art methods.

New method discovers causal relationships in sparse linear data.

problem Discovering cause-effect relationships in sparse linear data.
method Uses structural matrix to reconstruct data and identify causal structures without independence tests.
result Outperforms existing methods in sparse causal structure recovery.

DAGSurv uses deep neural networks to analyze survival data based on causal graphs.

problem Analyzing survival data with causal relationships between variables.
method Variational inference-based conditional variational autoencoder for causal structured survival prediction.
result DAGSurv outperforms other survival analysis methods in predicting time-to-event.

A mostly expository account of old questions about the relationship between polyhedra and topological manifolds. Topics are old topological results, new gauge theory results (with speculations about next directions), and history of the questions.

2013-10-28abs ↗pdf ↗

Study uses MTD model to optimize portfolios by capturing complex financial asset relationships.

problem Capturing nonlinear and directional relationships in financial markets.
method Directed and weighted financial networks using Mixture Transition Distribution (MTD) model.
result Portfolio optimization with network-based assortativity measures outperforms classical methods.

The study examines principal directions and curvatures of Lagrangian submanifolds.

problem Understanding the geometry of Lagrangian submanifolds.
method Recalling and analyzing the extrinsic principal tangential and normal directions, and their corresponding curvatures for Lagrangian submanifolds in complex Euclidean spaces.
result Established natural relationships between distinguished tangential and normal directions and their curvatures for Lagrangian submanifolds.

Given a special Kahler manifold M, we give a new, direct proof of the relationship between the quaternionic structure on its cotangent bundle and the variation of Hodge structures on the complexification of TM.

2007-02-09abs ↗pdf ↗

Bayesian networks with hidden variables help identify causal relationships obscured by confounding.

problem Identifying causal relationships obscured by unobserved confounders.
method Use finite kk-mixtures of Bayesian networks with hidden variables to recover the joint probability distribution and identify causal relationships.
result First algorithm to learn mixtures of non-empty DAGs, recovering identifiable causal relationships.

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.

We examine the relationship between the (untwisted) knot Floer cube of resolutions and HOMFLY-PT homology. By using a filtration induced by additional basepoints on the Heegaard diagram for a knot KK, we see that the filtered complex decomposes as a direct sum of HOMFLY-PT homologies of various subdiagrams. Jaeger's c…

2015-08-12abs ↗pdf ↗

We consider intrinsic linking and knotting in the context of directed graphs. We construct an example of a directed graph that contains a consistently oriented knotted cycle in every embedding. We also construct examples of intrinsically 3-linked and 4-linked directed graphs. We introduce two operations, consistent edg…

2017-02-21abs ↗pdf ↗

This paper presents a new open source Python framework for causal discovery from observational data and domain background knowledge, aimed at causal graph and causal mechanism modeling. The 'cdt' package implements the end-to-end approach, recovering the direct dependencies (the skeleton of the causal graph) and the ca…

2019-03-06abs ↗pdf ↗

Efficient algorithms learn causal graphs with minimal interventions.

problem Learning causal relationships between observed variables in the presence of latents.
method Bi-criteria approximation goal combining intervention design and graph property testing.
result Achieve intervention cost within a small constant factor of the optimal.

Study lead-lag relationships in foreign exchange markets using three approaches.

problem Lack of research on lead-lag relationships in foreign exchange markets.
method Three approaches: lagged correlations, lagged partial correlations, and Granger causality.
result Statistically significant lead-lag relationships found in some exchange rate pairs.

We consider learning the possible causal direction of two observed variables in the presence of latent confounding variables. Several existing methods have been shown to consistently estimate causal direction assuming linear or some type of nonlinear relationship and no latent confounders. However, the estimation resul…

2013-10-24abs ↗pdf ↗

Study evaluates how noise affects ANMs' ability to identify causal directions.

problem Challenges in identifying causal relationships in bivariate cases with noise.
method Empirical study using Regression with Subsequent Independence Test (RESIT) on various ANM models.
result ANMs can fail to identify true causal directions for certain noise levels.

Study of spacelike submanifolds with umbilical lightlike normals in Lorentzian spacetimes.

problem Geometric and topological constraints on codimension-two spacelike submanifolds.
method Analysis of submanifolds with umbilical lightlike normal directions, using geometric and topological constraints.
result Any such submanifold is contained in a lightlike hypersurface, which is totally umbilical if the lightlike normal direction is umbilical.

New method clusters directed graphs using Koopman operators.

problem Challenges in clustering directed graphs, especially complex eigenvalues and lack of cluster definition.
method Relate graph Laplacians to transfer operators and metastable sets in stochastic systems, derive clustering algorithms for directed and time-evolving graphs.
result Clusters can be interpreted as coherent sets, useful for analyzing transport and mixing processes.

PyTorch Geometric Signed Directed fills the gap for GNNs on signed and directed graphs.

problem Lack of unified software packages for GNNs on signed and directed networks.
method Developed a software package with GNN models, synthetic and real-world data, and evaluation metrics.
result Demonstrates the effectiveness of the implemented methods through experiments.

New method recovers causal networks from short time-series data.

problem Inferring causal relationships from short time-series data in complex systems.
method Large-scale Nonlinear Granger Causality (lsNGC) approach.
result Captures meaningful interactions from limited observational data.

Novel GNN for signed and directed networks using magnetic signed Laplacian.

problem Efficiently modeling signed and directed networks for tasks like clustering and link prediction.
method Introduced a magnetic signed Laplacian for directed signed graphs, used it to construct a spectral GNN.
result Demonstrated effective performance on tasks involving signed and directional information.

The relationship between minimal algebraic Kac-Moody groups and twin buildings is well known as is the relationship between formal completions in one direction and affine buildings. Nevertheless, as the completion of a Kac-Moody group in one direction destroys the opposite BN-pair, there exists no longer a twin buildin…

2010-04-20abs ↗pdf ↗

The \emph{World Trade Web} (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product of world countries. While our previous analysis focused on the static, undirected…

2005-02-13abs ↗pdf ↗

Proposes a copula-based model for multi-view clustering with directional dependency.

problem Challenges in integrating multi-source datasets with directional dependency.
method Copula-based multi-view clustering model accounting for directional dependence.
result Ignoring directional dependence negatively impacts clustering performance.

Proposes a method to identify causal relationships using background knowledge.

problem Identifying causal relationships in the presence of background knowledge.
method Learning local structure using all types of causal background knowledge (direct, non-ancestral, ancestral). Criteria for identifying causal relationships based on local structure.
result Effective and efficient method for local structure learning and causal relationship identification.

Spacetimeformer learns spatiotemporal relationships from data alone.

problem Forecasting multivariate time series with distinct spatial relationships.
method Transformers with dynamic graph connections learning interactions between space, time, and value.
result Competitive results on various time series prediction benchmarks.