相关论文: Quantifying socio-temporal effects of loan delinqu…

This paper proposes a logistic undirected network formation model which allows for assortative matching on observed individual characteristics and the presence of edge-wise fixed effects. We model the coefficients of observed…

When investigating the spreading of a piece of information or the diffusion of an innovation, we often lack information on the underlying propagation network. Reconstructing the hidden propagation paths based on the observed diffusion…

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters…

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Large language models (LLMs) exhibiting test-time scaling behavior, such as extended reasoning traces and self-verification, have demonstrated remarkable performance on complex, long-term reasoning tasks. However, the robustness of these…

Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality. This limitation has triggered the development of methods of…

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

Large Language Models (LLMs) have demonstrated impressive capabilities in reasoning and prediction across different domains. Yet, their ability to infer temporal regularities from structured behavioral data remains underexplored. This paper…

Based on interactions between individuals and others and references to social norms, this study reveals the impact of heterogeneity in time preference on wealth distribution and inequality. We present a novel approach that connects the…

This paper proposes a task-agnostic discovery layer for multivariate time series that constructs a relational hypothesis graph over entities without assuming linearity, stationarity, or a downstream objective. The method learns window-level…

We propose a scalable temporal latent space model for link prediction in dynamic social networks, where the goal is to predict links over time based on a sequence of previous graph snapshots. The model assumes that each user lies in an…

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

In this paper, we propose a semiparametric, tree based joint latent class modeling approach (JLCT) to model the joint behavior of longitudinal and time-to-event data. Existing joint latent class modeling approaches are parametric and can…

We seek a computationally efficient model for a collection of time series arising from multiple interacting entities (a.k.a. "agents"). Recent models of temporal patterns across individuals fail to incorporate explicit system-level…

The study of network data in the social and health sciences frequently concentrates on two distinct tasks (1) detecting community structures among nodes and (2) associating covariate information to edge formation. In much of this data, it…

Recent literature proposes combining short-term experimental and long-term observational data to provide alternatives to conventional observational studies for the identification of long-term average treatment effects (LTEs). This paper…

Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…

This paper studies estimation and inference of heterogeneous peer effects featuring group fixed effects and slope heterogeneity under latent structure. We adapt the Classifier-Lasso algorithm to consistently discover latent structures and…

The impacts of link recommendations on social networks are challenging to evaluate, and so far they have been studied in limited settings. Observational studies are restricted in the kinds of causal questions they can answer and naive A/B…