2 papers
cs.LG2026
The Spectral Structure of Latent Treatment Effects
Hamza Virk, Bijan Mazaheri, Yihren Wu
Identifying heterogeneous treatment effects under unobserved confounding is central in observational causal inference. In proxy models with a discrete latent confounder, prior Synt…
q-fin.MF2025
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Yihren Wu, Majnu John
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend o…