2 papers
cs.LG2025
Efficient Causal Discovery for Autoregressive Time Series
Mohammad Fesanghary, Achintya Gopal
In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significant…
q-fin.ST2025
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
Xueying Ding, Aakriti Mittal, Achintya Gopal
Time-series data is a vital modality within data science communities. This is particularly valuable in financial applications, where it helps in detecting patterns, understanding m…