2 papers
q-fin.CP2021
Forecasting Financial Market Structure from Network Features using Machine Learning
Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang +2
We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as…
cs.LG2019
Counterfactual Distribution Regression for Structured Inference
Nicolo Colombo, Ricardo Silva, Soong M Kang +1
We consider problems in which a system receives external \emph{perturbations} from time to time. For instance, the system can be a train network in which particular lines are repea…