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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.

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3569104138 · May 202619922001200920172026
48 results for causal perspective

We give an up-to-date perspective with a general overview of the theory of causal properties, the derived causal structures, their classification and applications, and the definition and construction of causal boundaries and of causal symmetries, mostly for Lorentzian manifolds but also in more abstract settings.

2005-01-24abs ↗pdf ↗

Machine fairness is impossible to achieve fully due to historical biases.

problem Machine learning models inherit biases from historical data, making it impossible to satisfy fairness metrics simultaneously.
method Presented a causal perspective to the impossibility theorem of fairness.
result It is impossible to satisfy fairness metrics like demographic parity, equal opportunity, and equalized odds simultaneously.

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.

The paper formalizes criteria for non-spurious and disentangled representations using causal methods.

problem Formalizing criteria for non-spurious and disentangled representations in representation learning.
method Causal perspective, counterfactual quantities, observable consequences of causal assertions.
result Computable metrics for assessing representation learning based on observed data.

The paper introduces a DRM for causal inference, offering a flexible method to analyze counterfactual distributions.

problem Estimating mean causal effects is limited; a distributional perspective is needed for a more thorough understanding.
method The paper employs a semiparametric density ratio model (DRM) with an empirical likelihood (EL) approach to estimate counterfactual distribution functions.
result The DRM framework enables direct and transparent causal inference from a distributional perspective, validated by numerical studies.

New fairness criteria for algorithmic recourse actions that consider causal relationships.

problem Fairness of recourse actions in algorithmic classification.
method Proposes two new fairness criteria at group and individual levels, explicitly accounting for causal relationships.
result Fairness of recourse is complementary to fairness of prediction, and can be enforced by altering the classifier.

The paper reviews MARL and its causal challenges, advocating for a 'causality first' approach.

problem Challenges in multi-agent reinforcement learning (MARL) and lack of theoretical guarantees for emergent behavior.
method Discussion of how causal methods can improve safety, interpretability, and robustness in MARL.
result Causal methods can provide strong theoretical guarantees for emergent behavior in MARL.

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.

TCFimt forecasts causal effects of multiple interventions from individual data.

problem Estimating causal effects of temporal multi-interventions from individual data.
method TCFimt uses adversarial tasks in seq2seq framework to alleviate bias and contrastive learning to decouple effects.
result TCFimt outperforms state-of-the-art methods in predicting future outcomes and choosing optimal treatments.

We propose a new attribution method for neural networks developed using first principles of causality (to the best of our knowledge, the first such). The neural network architecture is viewed as a Structural Causal Model, and a methodology to compute the causal effect of each feature on the output is presented. With re…

2019-02-06abs ↗pdf ↗

This paper develops geometric tools for causal inference using information flow concepts.

problem Developing a geometric interpretation of causal inference from probabilistic measures.
method Introducing a new measure, GeoC_{y ightarrow x}, based on fractal correlation dimension.
result Avoids boundedness issues in transfer entropy, providing a more robust measure of causal inference.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

Bayesian model averaging improves causal effect estimation by averaging over multiple models.

problem Estimating causal effects under linear Structural Causal Models (SCMs).
method Bayesian model averaging using Gaussian scale mixture distributions for computational efficiency.
result Bayesian model averaging is optimal for causal effect estimation.

Examines parallels between human subjects and texts for causal inference.

problem Ambiguity and fallacies in causal inference using textual data.
method Two strategies: shifting from traits to perceptions and from concepts to parts.
result Highlights the importance of clarifying fundamental concepts.

New approach to off-policy evaluation connects causal graph to policy effects.

problem Evaluating policies using observational data from different policies.
method Formalizes off-policy evaluation within a causal graph framework.
result Identifies specific causal estimands and highlights necessary experimental data.

Study uses Granger causality to show investor sentiment influences stock prices.

problem Understanding the relationship between investor sentiment and stock market movements.
method Applied Granger causality to analyze the relationship between close price index and sentiment score.
result Sentiment analysis shows a positive correlation with stock price movements.

We analyze disentangled representations under a causal generative process, proposing new metrics and datasets.

problem Addressing fairness and interpretability through disentangled representations with a causal perspective.
method Work under a causal generative process, proposing new metrics and datasets to study disentanglement.
result Proposed metrics capture the desiderata of disentangled causal process.

A new approach to rationalization identifies true rationales by considering causal relationships.

problem Existing rationalization methods struggle with spuriousness, where snippets with similar contributions are hard to distinguish.
method The method leverages causal inference to identify non-spurious rationales, defining probabilities of causation based on a structural causal model.
result The proposed causal rationalization outperforms existing methods on real-world datasets.

This paper explores causal analysis in machine learning for better interpretability.

problem The lack of causality in traditional interpretable machine learning models.
method An overview of causal approaches for interpretable machine learning.
result Causal analysis improves the interpretability of machine learning models.

Survey of deep causal models for industrial applications.

problem Estimating causal effects using deep learning.
method Deep causal models map covariates to a representation space and use objective functions for unbiased counterfactual data estimation.
result Comprehensive overview of deep causal models with industry applications.

The paper proposes a SSL framework for complex causal models using unlabelled data.

problem Understanding how unlabelled data can improve SSL in complex causal models.
method The paper explores flexible causal graph structures and designs causal generative models to generate synthetic labelled data.
result The proposed method effectively improves predictive model accuracy using synthetic labelled data generated from unlabelled data.

High-dimensional models can outperform simpler ones in causal inference.

problem Estimating average treatment effects with many covariates.
method High-dimensional linear regression and synthetic control with many control units.
result Adding more control units can improve imputation performance even when pre-treatment fit is perfect.

ProPublica's analysis of recidivism predictions produced by Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) software tool for the task, has shown that the predictions were racially biased against African American defendants. We analyze the COMPAS data using a causal reformulation of the un…

2019-11-24abs ↗pdf ↗

Causal Component Analysis aims to recover latent variables with causal relationships.

problem Recover latent variables with causal relationships from observed mixtures.
method Introduces a likelihood-based approach using normalizing flows to estimate unmixing function and causal mechanisms.
result Demonstrates effectiveness through synthetic experiments in CauCA and ICA settings.

In this paper we present a comprehensive view of prominent causal discovery algorithms, categorized into two main categories (1) assuming acyclic and no latent variables, and (2) allowing both cycles and latent variables, along with experimental results comparing them from three perspectives: (a) structural accuracy, (…

2017-08-18abs ↗pdf ↗

This work explains RL policies using causal models, revealing important patterns and failures.

problem Understanding why RL policies succeed or fail in complex, high-dimensional systems.
method Developed a nonlinear Causal Model Reduction framework to learn simplified causal models from RL policy actions and rewards.
result The approach can uncover important behavioral patterns and failure modes in trained RL policies.

Unsupervised learning models can be indistinguishable without identifiability, leading to unreliable representations.

problem Unsupervised learning models may be indistinguishable without identifiability, making it impossible to recover a ground truth generative model.
method Construction based on nonlinear independent component analysis theory to illustrate potential failure cases.
result Counterexamples show that identifiability is crucial for reliable unsupervised representation learning.

ABCI infers causal models and queries simultaneously using Bayesian active learning.

problem Inference of causal models and effects in a two-stage process is inefficient and unnatural.
method Active Bayesian Causal Inference (ABCI) using Gaussian processes for sequentially designing experiments.
result ABCI is more data-efficient and accurate in learning causal queries from fewer samples.

In this paper, we aim to develop a unified view of causal and non-causal feature selection methods. The unified view will fill in the gap in the research of the relation between the two types of methods. Based on the Bayesian network framework and information theory, we first show that causal and non-causal feature sel…

2018-02-16abs ↗pdf ↗

Spectral Independence Criterion helps infer cause-effect relationships in time series.

problem Distinguishing cause from effect in time series data.
method Spectral Independence Criterion (SIC) based on PSD and frequency response.
result SIC provides a robust method for causal inference in time series data.

Leo Breiman's Rashomon Effect and Occam Dilemma are re-evaluated in the context of modern machine learning.

problem The tradeoff between model complexity and accuracy in machine learning.
method Modern perspective on Breiman's arguments using current computational capabilities.
result Algorithmic models can be accurate without being complex, nullifying the Occam Dilemma.

Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects, recent work has instead sought to design classifiers that incentivize individuals…

2019-10-23abs ↗pdf ↗

New method identifies how platforms can influence consumer behavior.

problem Estimating the causal effect of digital platforms on consumption.
method General causal inference problem, focusing on observational designs, and explicitly modeling consumption dynamics.
result Exogenous variation in consumption and responsive algorithmic control actions are sufficient for identifying steerability of consumption.

Framework tackles OOD challenges in molecule property prediction by modeling environments.

problem Challenges in modeling OOD samples for molecule property prediction.
method Soft causal learning framework incorporating chemistry theories and cross-attention mechanisms.
result Demonstrates well generalization ability on seven datasets.

Study open orbits in causal flag manifolds with applications in AQFT.

problem Understanding open orbits in causal flag manifolds for applications in AQFT.
method Analyzing open orbits of symmetric subgroups on causal flag manifolds, focusing on invariant causal structures and modular flows.
result Determine the positivity regions of modular flows and their global hyperbolicity for different types of open orbits.