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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.

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2 results for “VAR-LiNGAM”

Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United Statesq-fin.ST

Study explores financial market linkages between Japan and US markets.

problem Inconsistency in empirical studies regarding financial market causal linkages.

method Causal discovery methods including VAR-LiNGAM and LPCMCI with domain knowledge.

result VAR-LiNGAM reveals causal influences among financial markets, while LPCMCI identifies potential latent confounders.

financial markets Japan US VAR-LiNGAM LPCMCI

2023-10-04abs ↗pdf ↗

AcceleratedLiNGAM: Learning Causal DAGs at the speed of GPUscs.LG

AcceleratedLiNGAM speeds up causal discovery methods for large datasets.

problem Slow causal discovery methods for large-scale datasets.

method Parallelized LiNGAM method with GPU acceleration.

result Up to 32-fold speed-up on benchmark datasets.

causal discovery LiNGAM GPU acceleration large-scale datasets gene expression data

2024-03-06abs ↗pdf ↗