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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.

168,742 papers · 148 categories

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48 results for temporal heterogeneity

HL-VAE extends VAE for heterogeneous temporal and longitudinal data.

problem Handling heterogeneous data in temporal and longitudinal datasets.
method Proposes HL-VAE, an extension of existing VAEs for temporal and longitudinal data, incorporating likelihood models for various data types.
result HL-VAE achieves competitive performance in missing value imputation and predictive accuracy.

This research tackles sample complexity in causal graph recovery with temporal heterogeneity.

problem Recovering a unique causal graph from observational data with temporal heterogeneity.
method Integrates time-series dynamics and multi-environment heterogeneity to constrain the problem, enabling a rigorous analysis of statistical limits.
result Unified necessary identifiability conditions and explicit information-theoretic bounds quantify the sample complexity under different noise distributions.

DyHATR learns dynamic heterogeneous networks for better link prediction.

problem Learning effective representations of dynamic heterogeneous networks for link prediction.
method Hierarchical attention for heterogeneous information and temporal RNN for evolutionary patterns.
result DyHATR significantly outperforms state-of-the-art baselines on link prediction tasks.

DUET enhances multivariate time series forecasting by clustering time and channels.

problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.

New framework assesses deep learning models for spatio-temporal data with missing data.

problem Challenges in assessing deep learning models for spatio-temporal data with missing and heterogeneous data.
method Residual correlation analysis framework using spatio-temporal graphs and asymptotically distribution-free summary statistics.
result Identification and localization of regions where predictive performance can be improved.

HGT models heterogeneous graphs with dedicated node and edge representations.

problem Infeasibility of existing GNNs for heterogeneous graphs.
method Node- and edge-type dependent parameters, relative temporal encoding, heterogeneous mini-batch graph sampling.
result HGT outperforms state-of-the-art GNNs by 9%--21% on various downstream tasks.

Game-theoretic model captures investor interactions for stock price forecasting.

problem Complex market dynamics driving stock price movements.
method Game-theoretic modeling of heterogeneous investor interactions in a dynamic graph structure.
result Our method outperforms state-of-the-art stock price forecasting methods.

New method for estimating heterogeneous treatment effects in panel data.

problem Estimating heterogeneous treatment effects in non-stationary, temporally dependent panel data.
method Proposes H1SL and H2SL, synthetic learners for panel data, based on existing non-panel data estimators.
result Established convergence rates for proposed estimators and demonstrated superior performance.

SCAFFLSA reduces communication complexity for federated learning with heterogeneous clients.

problem Quantifying and reducing communication complexity in federated learning with heterogeneous clients.
method Proposes SCAFFLSA, a variant of FedLSA using control variates to correct for client drift.
result SCAFFLSA achieves logarithmic communication complexity for statistically heterogeneous agents, scaling with the inverse of the desired accuracy.

Logit-link models reveal socio-temporal effects on microfinance delinquency.

problem Understanding and quantifying socio-temporal factors affecting microfinance loan delinquency.
method Developed and evaluated discrete-time logit-link models with fixed-effects and frailty extensions.
result Simple random intercept structures capture latent heterogeneity in microfinance repayment behavior.

MTHetGNN models complex relations in multivariate time series forecasting.

problem Complex relations among variables in multivariate time series forecasting.
method Designs a relation embedding module and a temporal embedding module, using graph neural networks and CNNs.
result Achieves state-of-the-art results in multivariate time series forecasting.

Model predicts travel time under rare conditions using a vector-space model.

problem Predicting travel time under rare temporal conditions (e.g., holidays, school vacations) is challenging due to limited historical data and other temporal changes.
method Presented a vector-space model for encoding rare temporal conditions, allowing coherent representation learning across different conditions.
result Increased performance for travel time prediction over different baselines when using the vector-space encoding for representing the temporal setting.

Proposes a THGNN for dynamic financial time series prediction.

problem Challenges in predicting stock market price movements.
method Temporal and heterogeneous graph neural network (THGNN) approach.
result Significantly improved prediction performance compared to state-of-the-art methods.

DSL estimates heterogeneous treatment effects over time in survival settings.

problem Complicated by right censoring and time-varying treatment effects.
method Deep survival learner (DSL) for estimating CATEs over a clinically relevant time spectrum.
result DSL reveals heterogeneity in perioperative chemotherapy effects over time.

PFedRL-Rep learns shared and personalized policies for heterogeneous environments.

problem Poor performance of single policy in heterogeneous environments.
method Develops PFedRL-Rep framework with shared feature representation and personalized weights.
result Proves linear convergence speedup with respect to the number of agents.

Proposes Deep LTMLE for estimating dynamic treatment effects in longitudinal studies.

problem Estimating counterfactual mean outcomes under dynamic treatment policies in longitudinal settings.
method Uses a transformer architecture with temporal-difference learning for initial estimation, followed by TMLE correction and statistical inference.
result Demonstrates superior performance in complex, long-term scenarios compared to existing methods.

PRISM integrates diverse rewards in MORL, improving sample efficiency and Pareto coverage.

problem Heterogeneous MORL where dense objectives dominate, leading to poor sample efficiency.
method PRISM uses reflectional symmetry and ReSymNet to reconcile temporal-frequency mismatches and accelerate exploration.
result PRISM consistently outperforms sparse-reward baselines and oracles, achieving significant Pareto gains.

Model integrates multi-view temporal data for better understanding of latent dynamics.

problem Understanding time-dependent heterogeneous properties from multi-view data.
method Generative model using variational autoencoder and recurrent neural network.
result Identifies disentangled latent embeddings across views while accounting for time factor.

The paper tackles temporal coverage bias in financial panel data, proposing a structuring framework to correct for incomplete histories.

problem Incomplete histories of financial instruments lead to biased panel data.
method Formalizes the problem and proposes a coverage-aware structuring framework using structured metadata and an availability matrix.
result The framework reveals substantial distortions in return dynamics and volatility when naive temporal alignment is used.

FNOs improve spatio-temporal forecasting without needing PDE details.

problem Complex spatio-temporal dynamics in physical and biological phenomena.
method Fourier Neural Operators (FNOs) for dynamic spatio-temporal modeling.
result FNO forecasts are accurate and capture complex real-world dependencies.

A method for inferring motility models and heterogeneity from particle trajectories.

problem Understanding motility patterns from discrete trajectory data of biological agents.
method Maximum likelihood approach for second-order Langevin models with population heterogeneity.
result The proposed method outperforms alternative approaches for short trajectories.

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.

Credit risk analysis improved with a joint model for spatial and temporal effects.

problem Predicting borrower's time-to-event with spatial and temporal covariates.
method Spatio-Temporal Joint Model (STJM) using Bayesian hierarchical approach and INLA.
result Spatial effects improve joint model performance, but spatio-temporal interactions have less impact.

Graph-based multi-view model predicts trading volume movement from various sources.

problem Lack of comprehensive understanding of trading volume movement from different sources.
method Graph-based approach incorporating long-term, short-term, and sudden event information.
result Our method outperforms strong baselines by a large margin.

We present a novel Neural Embedding Spatio-Temporal (NEST) point process model for spatio-temporal discrete event data and develop an efficient imitation learning (a type of reinforcement learning) based approach for model fitting. Despite the rapid development of one-dimensional temporal point processes for discrete e…

2019-06-13abs ↗pdf ↗

Federated learning interprets temporal dynamics across clients with graph attention.

problem Interpreting temporal patterns across decentralized, heterogeneous systems with nonlinear dynamics.
method Graph Attention Network for learning state transition models over latent states communicated between clients.
result First interpretable characterization of cross-client temporal interdependencies in decentralized nonlinear systems.

The paper applies Gaussianization to analyze Earth data, simplifying complex multivariate distributions.

problem Challenges in accurately estimating information content in high-dimensional, heterogeneous Earth data.
method Multivariate Gaussianization for robust probability density estimation.
result Validates the method for estimating information-theoretic measures in Earth system data.

Framework improves clinical timeline reconstruction from text and tables.

problem Temporal precision and event timing in clinical narratives and EHRs.
method Retrieval-augmented multimodal alignment framework.
result Consistently improves absolute timestamp accuracy and temporal concordance.

TIMeSynC combines financial service interactions for intent prediction.

problem Aligning and learning from multi-domain, multi-resolution sequences for accurate intent prediction.
method An encoder-decoder transformer model addressing sequence alignment, temporal dynamics, and dynamic/static sequence combination.
result Significant improvement in intent prediction over existing methods.

Develops algorithm to find subgroups with different treatment effects in HIV patients.

problem Estimating treatment effects in EHR data with challenges like time-varying confounding.
method SDLD algorithm combining generalized interaction tree and longitudinal targeted maximum likelihood estimation.
result Identifies subgroups of HIV patients at higher risk of weight gain with dolutegravir-containing ARTs.