Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

4589134178 · May 202619922001200920172026
48 results for causal signals

Study causal financial signals for non-stationary markets, improving short-term forecasts.

problem Short-term forecasting in non-stationary financial markets under causal constraints.
method Construct causal signals from heterogeneous micro-features using causal centering, linear aggregation, Kalman filter, and forward-like operator.
result Causally constructed observables can exhibit substantial economic relevance in specific regimes but degrade under regime shifts.

The paper examines how timing of observations affects causal discovery methods.

problem The sensitivity of causal discovery methods to mismatched observation timing.
method Empirical and theoretical analysis of classical and recent causal discovery methods.
result Causal discovery methods are sensitive to sampling rate and window length.

Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…

2015-12-03abs ↗pdf ↗

This paper establishes the existence of observable footprints that reveal the "causal dispositions" of the object categories appearing in collections of images. We achieve this goal in two steps. First, we take a learning approach to observational causal discovery, and build a classifier that achieves state-of-the-art …

2016-05-26abs ↗pdf ↗

We present the Causal Gaussian Process Convolution Model (CGPCM), a doubly nonparametric model for causal, spectrally complex dynamical phenomena. The CGPCM is a generative model in which white noise is passed through a causal, nonparametric-window moving-average filter, a construction that we show to be equivalent to …

2018-02-22abs ↗pdf ↗

Framework for causal signals in non-stationary financial markets.

problem Constructing causal signals in non-stationary financial time series.
method Combines normalized indicators and causally computed derivatives, with hysteresis-based decision mapping.
result Demonstrates risk-reshaping effect with smoother trajectories and reduced drawdowns.

The paper shows that causal identification is not essential for efficient portfolios, focusing on geometric sufficiency conditions.

problem The necessity of causal identification for efficient portfolios.
method Re-examination of predictive signals and their impact on portfolio efficiency under structural misspecification.
result Efficiency is governed by geometric sufficiency conditions (directional alignment, ranking preservation, and calibration) rather than causal identification.

KEEL improves causal discovery with fuzzy knowledge and complex data.

problem Challenges in causal discovery due to prior knowledge, domain inconsistencies, and small sample sizes.
method Weakly-supervised fuzzy knowledge and data co-driven causal discovery method (KEEL).
result KEEL outperforms state-of-the-art methods in accuracy, robustness, and computational efficiency.

Improved model for non-smooth signals with complex spectra.

problem Current models struggle with non-smooth signals and complex spectral structures.
method CGPCM and RGPCM models with causality and Bayesian nonparametric interpretations, improved variational inference.
result Proposed models show better performance on synthetic and real-world data.

Study improves KRR for non-i.i.d. data, with applications in denoising.

problem Kernel regression in structured non-i.i.d. settings.
method Developed a blockwise decomposition method for dependent data, deriving excess risk bounds.
result Established generalization guarantees for KRR in non-i.i.d. settings.

We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for quantifying causality. We introduce chain rule for directed information and use it to…

2016-11-01abs ↗pdf ↗

We propose a method to learn causal response representations through direct effect analysis.

problem Uncovering direct causal effects in complex, multivariate settings.
method Our method bridges conditional independence testing with causal representation learning, formulating an optimisation problem to maximise evidence against conditional independence.
result The largest eigenvalue distribution can be bounded by an FF-distribution, providing testable conditional independence.

New methods learn DAGs from noisy data, adapting to noise levels.

problem Inferring causal relationships from observational data with noise and confounding.
method Reformulate DAG learning as a continuous optimization problem over adjacency matrices, jointly inferring structure and noise levels.
result Improved robustness to heteroscedasticity and distribution shifts.

CNMs detect tipping points in complex systems using causal network markers.

problem Identifying tipping points ahead of critical transitions in complex systems.
method Introducing CNMs that incorporate causality indicators to detect tipping points.
result CNMs show higher predictive power and accuracy than traditional DNB indicators.

New method uses sufficient statistics to infer causal relationships from observational data.

problem Inferring causal relationships from observational data with hidden variables.
method Information Bottleneck method applied to find functional sufficient statistics.
result New causal rules not obtainable from standard methods, validated on simulated and real data.

Relational Structural Causal Models enable causal reasoning about unseen object combinations.

problem Developing a model that can reason about causal and combinatorial aspects of unseen object combinations.
method Relational Structural Causal Models extend structural causal models to include relational variables and define identification criteria.
result Proposed relational neural causal models outperform non-relational baselines on simulated traffic scenes.

Causal discovery algorithms infer causal relations from data based on several assumptions, including notably the absence of measurement error. However, this assumption is most likely violated in practical applications, which may result in erroneous, irreproducible results. In this work we show how to obtain an upper bo…

2018-10-18abs ↗pdf ↗

New approach for estimating individual treatment effects in low compliance settings.

problem Estimating individual treatment effects in scenarios with low compliance.
method Proposes a new approach using Structural Causal Model and do-calculus to estimate Individual Prescription Effect (IPE) with asymptotic variance guarantees.
result Consistently improves state-of-the-art in low compliance settings.

GIT uses gradient estimators to target interventions for causal discovery.

problem Challenges in inferring causal structure from observational data.
method GIT uses gradient estimators to target interventions for causal discovery.
result GIT performs on par with competitive baselines, surpassing them in low-data regimes.

The paper develops methods for causal function estimation and inference with multiway clustered data.

problem Estimation and inference for causal functions under multiway clustering.
method Two-step procedure using machine learning for nuisance parameters and projection onto basis functions.
result Rejects the null hypothesis of uniformly zero effects and reveals heterogeneous treatment effects.

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

Fine-tuning LLMs with observational data can lead to spurious correlations, but DeconfoundLM can mitigate this.

problem Aligning LLMs with human preferences and business objectives using observational data.
method DeconfoundLM, a method that removes confounders from reward signals.
result DeconfoundLM improves recovery of causal relationships and mitigates spurious correlations.

Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information flow obtained on the original data against the same measures obtained on time-rever…

2015-09-25abs ↗pdf ↗

Paper improves privacy-preserving measurement of advertising incrementality.

problem Privacy degradation in randomized lift tests for advertising measurement.
method Formulates a robust causal decision problem under signal losses, projecting clean worlds onto incrementality.
result Sharp decision frontier shows valid certification or rejection outside the frontier.

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.

A technique uncovers latent causal relationships in multiple time series data.

problem Identifying causal relationships in complex, dynamic systems.
method Blindly identifies latent sources by projecting observed data into pairs of components to maximize causality.
result Reveals multiple strong causal relationships not evident in observed data.

CDA framework infers channel influence from aggregated data without user identifiers.

problem Lack of user-level path data due to privacy regulations and platform restrictions.
method CDA integrates PCMCI for causal discovery and Structural Causal Model for effect estimation.
result CDA achieves strong accuracy in estimating channel influence, even under structural uncertainty.

The paper tackles stock prediction models by improving their generalizability to out-of-sample domains using causal representation learning.

problem Low signal-to-noise ratio and nonstationary nature of financial markets lead to poor performance of stock prediction models.
method The paper investigates Domain Generalization techniques, focusing on causal representation learning to improve model generalizability. It introduces a novel error bound and a causal discovery technique to mitigate spurious correlations.
result The proposed approach enhances the generalizability of stock prediction models, as demonstrated by numerical results.

Study identifies causal relationships without direct supervision from unknown interventions.

problem Identify causal relationships from unknown interventions without direct supervision.
method General nonparametric setting with multiple datasets from unknown interventions.
result Identify ground truth latents and causal graph up to ambiguities.

New method allows real-time audio synthesis using non-causal convolutions.

problem Real-time audio synthesis limitations due to offline model constraints.
method Post-training reconfiguration of non-causal models for real-time buffer-based processing.
result Non-causal streaming models can be transformed from offline-trained models without quality loss.

AdaCGP learns dynamic graph topology from time series data, improving over existing methods.

problem Learning dynamic graph topology from time-varying signals, especially in real-time applications.
method AdaCGP is a sparsity-aware adaptive algorithm that recursively estimates the Graph Shift Operator (GSO) through variable splitting.
result AdaCGP outperforms state-of-the-art methods in GSO estimation, achieving improvements exceeding 83%.

Study reveals dynamic causal relationships between Ethereum transaction fees and economic subsystems.

problem Historical gas fee volatility caused economic disequilibria and stakeholder challenges.
method Time-varying Granger causality analysis using data on active wallets and transaction volume.
result Dynamic bidirectional causal relationships between transaction fees and economic subsystems across Ethereum.

LANCA uses ANM to learn latent causal factors without supervision.

problem Learning latent causal factors without supervision.
method LANCA employs a deterministic Wasserstein Auto-Encoder coupled with a differentiable ANM Layer.
result LANCA outperforms baselines on physics and photorealistic environments.

A new diffusion model encodes causal structures for better interventional sampling and edge inference.

problem Lack of causal analysis in standard diffusion models.
method Causality-encoded diffusion framework that trains conditional models consistent with a directed acyclic graph.
result The method enables accurate interventional sampling and edge inference, with theoretical guarantees and practical applications.

New method uncovers small but significant local activities in time-series data.

problem Reconstructing small but important local activities in time-series data.
method Neural state-space models with latent causal-effect disentanglement.
result Demonstrated proof-of-concept on reconstructing ectopic foci in cardiac electrical propagation.

Paper analyzes self-supervised learning using causal methods and proposes a new objective.

problem Lack of theoretical understanding of self-supervised learning success.
method Uses a causal framework to enforce invariance constraints on proxy classifiers.
result ReLIC objective improves generalization guarantees and outperforms existing methods.