most citedDynamic Factor Analysis of Price Movements in the Philippine Stock Exchange

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

cs.LG2025

Towards Unsupervised Causal Representation Learning via Latent Additive Noise Model Causal Autoencoders

Hans Jarett J. Ong, Brian Godwin S. Lim, Dominic Dayta +2

Unsupervised representation learning seeks to recover latent generative factors, yet standard methods relying on statistical independence often fail to capture causal dependencies.…

cs.LG2025

Enhancing Graph Representations with Neighborhood-Contextualized Message-Passing

Brian Godwin Lim, Galvin Brice Lim, Renzo Roel Tan +2

Graph neural networks (GNNs) have become an indispensable tool for analyzing relational data. Classical GNNs are broadly classified into three variants: convolutional, attentional,…

q-fin.ST2025★ 1 cited

Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange

Brian Godwin Lim, Dominic Dayta, Benedict Ryan Tiu +3

The intricate dynamics of stock markets have led to extensive research on models that are able to effectively explain their inherent complexities. This study leverages the economet…

cs.LG2024

Redefining the Shortest Path Problem Formulation of the Linear Non-Gaussian Acyclic Model: Pairwise Likelihood Ratios, Prior Knowledge, and Path Enumeration

Hans Jarett J. Ong, Brian Godwin S. Lim, Renzo Roel P. Tan +1

Effective causal discovery is essential for learning the causal graph from observational data. The linear non-Gaussian acyclic model (LiNGAM) operates under the assumption of a lin…

cs.LG2024

Contextualized Messages Boost Graph Representations

Brian Godwin Lim, Galvin Brice Sy Lim, Renzo Roel Tan +1

Graph neural networks (GNNs) have gained significant attention in recent years for their ability to process data that may be represented as graphs. This has prompted several studie…