2 papers
stat.ML2021
A Wasserstein Minimax Framework for Mixed Linear Regression
Theo Diamandis, Yonina C. Eldar, Alireza Fallah +2
Multi-modal distributions are commonly used to model clustered data in statistical learning tasks. In this paper, we consider the Mixed Linear Regression (MLR) problem. We propose…
q-fin.ST2018
Ranking Causal Influence of Financial Markets via Directed Information Graphs
Theo Diamandis, Yonathan Murin, Andrea Goldsmith
A non-parametric method for ranking stock indices according to their mutual causal influences is presented. Under the assumption that indices reflect the underlying economy of a co…