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This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…

Computational Finance · Quantitative Finance 2024-08-30 Ruijie Tang

Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could…

Artificial Intelligence · Computer Science 2024-05-01 Daria Bystrova , Charles K. Assaad , Julyan Arbel , Emilie Devijver , Eric Gaussier , Wilfried Thuiller

Understanding the laws that govern a phenomenon is the core of scientific progress. This is especially true when the goal is to model the interplay between different aspects in a causal fashion. Indeed, causal inference itself is…

Artificial Intelligence · Computer Science 2025-08-27 Alessio Zanga , Elif Ozkirimli , Fabio Stella

Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…

Synthetic datasets are important for evaluating and testing machine learning models. When evaluating real-life recommender systems, high-dimensional categorical (and sparse) datasets are often considered. Unfortunately, there are not many…

Information Retrieval · Computer Science 2024-12-11 Miha Malenšek , Blaž Škrlj , Blaž Mramor , Jure Demšar

With the advancement of data science, the collection of increasingly complex datasets has become commonplace. In such datasets, the data dimension can be extremely high, and the underlying data generation process can be unknown and highly…

Machine Learning · Statistics 2024-03-29 Yaxin Fang , Faming Liang

The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…

Machine Learning · Computer Science 2025-07-04 Zachary C. Brown , David Carlson

Causal machine learning (Causal ML) aims to answer "what if" questions using machine learning algorithms, making it a promising tool for high-stakes decision-making. Yet, empirical evaluation practices in Causal ML remain limited. Existing…

From simulating galaxy formation to viral transmission in a pandemic, scientific models play a pivotal role in developing scientific theories and supporting government policy decisions that affect us all. Given these critical applications,…

Software Engineering · Computer Science 2023-07-03 Andrew G. Clark , Michael Foster , Benedikt Prifling , Neil Walkinshaw , Robert M. Hierons , Volker Schmidt , Robert D. Turner

Causal inference is a vital aspect of multiple scientific disciplines and is routinely applied to high-impact applications such as medicine. However, evaluating the performance of causal inference methods in real-world environments is…

Machine Learning · Computer Science 2023-07-04 Mathieu Chevalley , Yusuf Roohani , Arash Mehrjou , Jure Leskovec , Patrick Schwab

Causal inference is essential for developing and evaluating medical interventions, yet real-world medical datasets are often difficult to access due to regulatory barriers. This makes synthetic data a potentially valuable asset that enables…

Machine Learning · Computer Science 2025-10-22 Harry Amad , Zhaozhi Qian , Dennis Frauen , Julianna Piskorz , Stefan Feuerriegel , Mihaela van der Schaar

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

Machine Learning · Computer Science 2023-01-12 Haonan Chen , Bo Yuan Chang , Mohamed A. Naiel , Georges Younes , Steven Wardell , Stan Kleinikkink , John S. Zelek

Causal discovery broadens the inference possibilities, as correlation does not inform about the relationship direction. The common approaches were proposed for cases in which prior knowledge is desired, when the impact of a…

Applications · Statistics 2018-07-18 Marcel Młyńczak

Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…

Machine Learning · Computer Science 2026-01-26 Rujia Shen , Boran Wang , Chao Zhao , Yi Guan , Jingchi Jiang

Time series data are found in many areas of healthcare such as medical time series, electronic health records (EHR), measurements of vitals, and wearable devices. Causal discovery, which involves estimating causal relationships from…

Machine Learning · Computer Science 2023-10-18 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

An advanced conceptual validation framework for multimodal multivariate time series defines a multi-level contextual anomaly detection ranging from an univariate context definition, to a multimodal abstract context representation learnt by…

Machine Learning · Computer Science 2020-08-06 Cedric Schockaert

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Uncovering causal relationships in data is a major objective of data analytics. Causal relationships are normally discovered with designed experiments, e.g. randomised controlled trials, which, however are expensive or infeasible to be…

Artificial Intelligence · Computer Science 2016-11-01 Jiuyong Li , Saisai Ma , Thuc Duy Le , Lin Liu , Jixue Liu

Nowadays, the use of synthetic data has gained popularity as a cost-efficient strategy for enhancing data augmentation for improving machine learning models performance as well as addressing concerns related to sensitive data privacy.…

Machine Learning · Computer Science 2025-10-27 Ioannis E. Livieris , Nikos Alimpertis , George Domalis , Dimitris Tsakalidis

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…

Methodology · Statistics 2025-02-04 Tianyu Yang , Md. Noor-E-Alam