41 citations · 95 across the 19 of their papers we have counts for
4 papers · 1 filter
GDP nowcasting with large-scale inter-industry payment data in real time -- A network approach
Anastasia Mantziou, Kerstin Hotte, Mihai Cucuringu +1
Real-time economic information is essential for policy-making but difficult to obtain. We introduce a granular nowcasting method for macro- and industry-level GDP using a network a…
Causality-Inspired Models for Financial Time Series Forecasting
Daniel Cunha Oliveira, Yutong Lu, Xi Lin +2
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 a…
Split Conformal Prediction under Data Contamination
Jase Clarkson, Wenkai Xu, Mihai Cucuringu +2
Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable…
L2G2G: a Scalable Local-to-Global Network Embedding with Graph Autoencoders
Ruikang Ouyang, Andrew Elliott, Stratis Limnios +2
For analysing real-world networks, graph representation learning is a popular tool. These methods, such as a graph autoencoder (GAE), typically rely on low-dimensional representati…