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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.

168,657 papers · 148 categories

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87173260346 · Jun 202019922001200920172026
48 results for causal matrix factorization

Paper proposes a fast algorithm to recover causal DAGs with latent variables.

problem Discovering causal relationships in the presence of latent variables.
method Cholesky factorization of covariance matrix with optimization for latent variables.
result The algorithm significantly outperforms previous methods in synthetic and real-world datasets.

Proposes MD-LiNA for multi-domain latent factor causal discovery.

problem Discovering causal structures among latent factors from multi-domain data.
method Multi-Domain Linear Non-Gaussian Acyclic Models (MD-LiNA) with an integrated two-phase algorithm.
result Locally consistent estimators of causal structure among shared latent factors.

New model predicts drug effects across various cell types using causal imputation.

problem Predict drug effects across different cell types given limited data.
method Introduces a novel SCM-based model class with latent factor structure and uses Synthetic Interventions estimator.
result Method outperforms other matrix completion approaches in drug repurposing dataset.

Develops a new causal model for path-dependent link prediction.

problem Existing causal models assume fixed node factors, but real-world links can depend on existing ones.
method Introduces causal lifting and structural pairwise embeddings for path-dependent link prediction.
result Validated on three scenarios, demonstrating improved accuracy for causal link prediction.

The paper explores Wiener-Granger causality and its computational enhancements.

problem Analyzing causal relationships between time series data.
method Detailed overview of Granger causality, historical development, and computational advancements.
result Enhanced application of Granger causality in various fields.

We develop a model to predict effects of sequential interventions, clarifying their combined impact.

problem Uncertainty in generalizing behavioral predictions for combinations of interventions.
method Explicit model for composition of interventions, identifying their combined effect.
result Our compositional model aids prediction in sparse data conditions.

The paper shows how to learn causal representations with few environments and finite samples.

problem Learning causal representations from limited data and environments.
method Explicit, finite-sample guarantees with a logarithmic number of interventions.
result Consistent recovery of latent causal graph, mixing matrix, and unknown intervention targets.

Proposes CoDEAL for estimating heterogeneous treatment effects in panel data models.

problem Estimating heterogeneous treatment effects in causal panel data models with covariate effects.
method Covariate-Adjusted Deep Causal Learning (CoDEAL) integrating neural networks and autoencoders.
result Establishes theoretical guarantees and demonstrates compelling performance in simulations and real data.

FOCUS method forecasts counterfactuals in panel data with time series dynamics.

problem Forecasting unobserved potential outcomes in causal inference with missing entries and latent factors.
method FOCUS extends matrix completion methods by leveraging time series dynamics of latent factors.
result FOCUS method outperforms existing benchmarks in predicting future counterfactuals.

Proposes CAL to learn causal adjacency for better spatiotemporal prediction.

problem Suboptimal performance in spatiotemporal prediction due to out-of-distribution data.
method Causal Adjacency Learning (CAL) method to discover causal relations over graphs.
result Calculated causal adjacency matrix enhances prediction performance on out-of-distribution test data.

This study examines the evolving causal structure of equity risk factors.

problem Redundancy and risk contagion in multi-factor strategies during financial crises.
method Causal structure learning methods applied to US equity market data over 29 years.
result Statistically significant sparsifying trend of causal structure during normal times, but densification during financial stress.

CausalVAE learns causal relationships in VAE models for better data disentanglement.

problem Learning disentanglement of independent factors from observational data.
method CausalVAE framework with a Causal Layer to transform exogenous factors into causal endogenous ones.
result CausalVAE learns semantically interpretable causal representations and accurately identifies their DAG structure.

Interventional data helps identify latent factors without distributional assumptions.

problem Identifying latent factors from interventional data without distributional assumptions.
method Leveraging geometric signatures of latent factors' support from interventional data.
result Latent causal factors can be identified up to permutation and scaling given data from perfect do-interventions.

New framework learns disentangled causal representations from observed labels.

problem Learning meaningful disentangled causal representations from observed data.
method ICM-VAE framework using flow-based diffeomorphic functions and causal disentanglement prior.
result Induces highly disentangled causal factors and improves robustness.

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.

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.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

SENA-discrepancy-VAE interprets latent causal factors in biological pathways.

problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.

Study uses ML and causal analysis to predict student performance factors.

problem Understanding socio-academic and economic factors affecting student performance.
method Employed machine learning techniques and causal analysis on 1,050 student profiles.
result Ridge Regression achieved robust predictions with MAE of 0.12 and MSE of 0.024.

Develops a method to identify causal effects in linear models with latent variables.

problem Identifying causal effects in models with latent variables that are not independent.
method A novel graphical criterion and an integer linear program algorithm.
result Sufficient condition for identifying causal effects by rational formulas in the covariance matrix.

New method identifies latent causal factors from observational data alone.

problem Identifying latent causal factors without interventions or graphical restrictions.
method Characterization of latent factors in nonlinear causal models with additive Gaussian noise and linear mixing, using a practical algorithm based on solving a quadratic program over observed data.
result Latent causal variables can be identified up to a layer-wise transformation, and further disentanglement is not possible.

Proposes CSG model to separate semantic and variation factors for OOD prediction.

problem Out-of-distribution examples cause conventional models to mix semantic and variation factors, leading to poor performance.
method Causal Semantic Generative model (CSG) based on causal reasoning, using variational Bayes for efficient learning and prediction.
result CSG can identify semantic factor and improve OOD prediction performance.

The paper tackles three financial issues: time resolution, nonstationarity, and latent factors.

problem Three fundamental issues in financial data: time resolution, nonstationarity, and latent factors.
method A causal perspective to reexamine and solve these issues.
result Provides systematic solutions to financial data issues.

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.

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.

Generative models improve causal effect estimation from observational data.

problem Estimating causal effects from observational data, especially when confounding factors are present.
method Proposes a progressive sequence of Variational Auto-Encoder models to learn underlying factors and causal effects.
result Empirical results show superior performance compared to state-of-the-art approaches.

We tackle causal discovery in linear systems with measurement error and unobserved causes.

problem Causal discovery in linear systems with measurement error and unobserved causes.
method Characterization of identifiability based on the mixing matrix, proposing causal structure learning methods.
result The structure of causal models can be identified under certain faithfulness assumptions.

Financial event studies often misestimate causal effects due to misspecified factor models.

problem Misspecification of factor models in financial event studies leads to inconsistent estimates of causal effects.
method Proposed synthetic control methods to construct replicating portfolios from control securities.
result Synthetic control methods provide more accurate estimates of causal effects in event studies.