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Cameron Cornell

2 papers hereh-index 348 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.ST2

identity via Semantic Scholar / OpenAlex

most citedEnhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

q-fin.ST2025

Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)

Cameron Cornell, Lewis Mitchell, Matthew Roughan

Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hi…

q-fin.ST2024★ 1 cited

Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression

Cameron Cornell, Lewis Mitchell, Matthew Roughan

Financial networks can be constructed using statistical dependencies found within the price series of speculative assets. Across the various methods used to infer these networks, t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.