activity
20192026
most citedFinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets

21 citations · 39 across the 11 of their papers we have counts for

collaborators

17 papers

math.ST2026

Spectral clustering of network time series via the sample covariance matrix

Brendan Martin, Joshua Agterberg, Mihai Cucuringu +2

Spectral clustering for community detection is analysed in multivariate time series models whose dependence structure is determined by an unobserved stochastic blockmodel. We estab…

stat.ME2025

Convergence guarantees for response prediction for latent structure network time series

Aranyak Acharyya, Francesco Sanna Passino, Michael W. Trosset +1

In this article, we propose a technique to predict the response associated with an unlabeled time series of networks in a semisupervised setting. Our model involves a collection of…

stat.ME2024

Doubly unfolded adjacency spectral embedding of dynamic multiplex graphs

Maximilian Baum, Francesco Sanna Passino, Axel Gandy

Many real-world networks evolve dynamically over time and present different types of connections between nodes, often called layers. In this work, we propose a latent position mode…

cs.LG2024

Targeted synthetic data generation for tabular data via hardness characterization

Tommaso Ferracci, Leonie Tabea Goldmann, Anton Hinel +1

Data augmentation via synthetic data generation has been shown to be effective in improving model performance and robustness in the context of scarce or low-quality data. Using the…

stat.CO2024

Approximate learning of parsimonious Bayesian context trees

Daniyar Ghani, Nicholas A. Heard, Francesco Sanna Passino

Models for categorical sequences typically assume exchangeable or first-order dependent sequence elements. These are common assumptions, for example, in models of computer malware…

stat.ME2024

NIRVAR: Network Informed Restricted Vector Autoregression

Brendan Martin, Francesco Sanna Passino, Mihai Cucuringu +1

High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the da…