From the 1 of 6 linked papers with an AI index.
6 papers
Smooth Neural Point Processes via B-Splines
Michele Bellomo, Riccardo Ramaschi, Alberto Dolara +1
Temporal point processes (TPPs) provide a general and flexible framework for modeling sequences of events in continuous time. Neural networks have been successfully employed to mod…
Graph Regularized PCA
Antonio Briola, Marwin Schmidt, Fabio Caccioli +4
The paper introduces Graph Regularized PCA (GR‑PCA), a PCA variant that learns a sparse precision graph and regularizes loadings toward low‑frequency graph Laplacian modes to prese…
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin +3
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a…
Information Filtering Networks: Theoretical Foundations, Generative Methodologies, and Real-World Applications
Tomaso Aste
Information Filtering Networks (IFNs) provide a powerful framework for modeling complex systems through globally sparse yet locally dense and interpretable structures that capture…
Retail Central Bank Digital Currency: Motivations, Opportunities, and Mistakes
Geoffrey Goodell, Hazem Danny Al-Nakib, Tomaso Aste
Nations around the world are conducting research into the design of central bank digital currency (CBDC), a new, digital form of money that would be issued by central banks alongsi…
Granger Causality Detection with Kolmogorov-Arnold Networks
Hongyu Lin, Mohan Ren, Paolo Barucca +1
Discovering causal relationships in time series data is central in many scientific areas, ranging from economics to climate science. Granger causality is a powerful tool for causal…