English
Related papers

Related papers: Investigating Causal Relationships in Stock Return…

200 papers

We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the…

Methodology · Statistics 2020-10-21 Han Lin Shang , Kaiying Ji , Ufuk Beyaztas

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

Machine Learning · Computer Science 2024-01-17 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

Causal reasoning is essential for business process interventions and improvement, requiring a clear understanding of causal relationships among activity execution times in an event log. Recent work introduced a method for discovering causal…

Artificial Intelligence · Computer Science 2025-05-30 Yuval David , Fabiana Fournier , Lior Limonad , Inna Skarbovsky

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…

Machine Learning · Computer Science 2025-10-23 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

As neuroscientists we want to understand how causal interactions or mechanisms within the brain give rise to perception, cognition, and behavior. It is typical to estimate interaction effects from measured activity using statistical…

Neurons and Cognition · Quantitative Biology 2020-10-26 David Marc Anton Mehler , Konrad Paul Kording

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Lifted inference exploits symmetries in probabilistic graphical models by using a representative for indistinguishable objects, thereby speeding up query answering while maintaining exact answers. Even though lifting is a well-established…

Artificial Intelligence · Computer Science 2024-03-18 Malte Luttermann , Mattis Hartwig , Tanya Braun , Ralf Möller , Marcel Gehrke

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

Causal discovery, i.e., inferring underlying causal relationships from observational data, is highly challenging for AI systems. In a time series modeling context, traditional causal discovery methods mainly consider constrained scenarios…

On time-series data, most causal discovery methods fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information which is lost when following this approach.…

Machine Learning · Computer Science 2022-02-24 Sindy Löwe , David Madras , Richard Zemel , Max Welling

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

Recommender systems are important and powerful tools for various personalized services. Traditionally, these systems use data mining and machine learning techniques to make recommendations based on correlations found in the data. However,…

Information Retrieval · Computer Science 2023-01-11 Shuyuan Xu , Jianchao Ji , Yunqi Li , Yingqiang Ge , Juntao Tan , Yongfeng Zhang

While LLMs exhibit impressive fluency and factual recall, they struggle with robust causal reasoning, often relying on spurious correlations and brittle patterns. Similarly, traditional Reinforcement Learning agents also lack causal…

Machine Learning · Computer Science 2025-09-26 Abi Aryan , Zac Liu

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

This paper introduces a causation coefficient which is defined in terms of probabilistic causal models. This coefficient is suggested as the natural causal analogue of the Pearson correlation coefficient and permits comparing causation and…

Methodology · Statistics 2017-08-18 Joshua Brulé

Causal models bring many benefits to decision-making systems (or agents) by making them interpretable, sample-efficient, and robust to changes in the input distribution. However, spurious correlations can lead to wrong causal models and…

Machine Learning · Computer Science 2020-12-09 Sergei Volodin , Nevan Wichers , Jeremy Nixon

Identifying causal relationships from observation data is difficult, in large part, due to the presence of hidden common causes. In some cases, where just the right patterns of conditional independence and dependence lie in the data---for…

Artificial Intelligence · Computer Science 2018-01-08 David Heckerman

We propose a simple definition of an explanation for the outcome of a classifier based on concepts from causality. We compare it with previously proposed notions of explanation, and study their complexity. We conduct an experimental…

Machine Learning · Computer Science 2020-05-26 Leopoldo Bertossi , Jordan Li , Maximilian Schleich , Dan Suciu , Zografoula Vagena

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura