6 citations · 6 across the 2 of their papers we have counts for
2 papers
cs.LG2026
Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
Minkey Chang, Jae-Young Kim
We propose the Identifiable Variational Dynamic Factor Model (iVDFM) for multivariate time series. The model combines variational inference with partial identifiability guarantees…
q-fin.GN2015★ 6 cited
Forest Fire Model as a Supercritical Dynamic Model in Financial Systems
Deokjae Lee, Jae-Young Kim, Jeho Lee +1
Recently, large-scale cascading failures in complex systems have garnered substantial attention. Such extreme events have been treated as an integral part of the self-organized cri…