On the causality-preservation capabilities of generative modelling
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Publication:6653565
DOI10.1016/J.CAM.2024.116312MaRDI QIDQ6653565FDOQ6653565
Authors: Yves-Cédric Bauwelinckx, J. Dhaene, Milan van den Heuvel, Tim Verdonck
Publication date: 16 December 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Multivariate analysis (62Hxx) Actuarial science and mathematical finance (91Gxx) Artificial intelligence (68Txx)
Cites Work
- Estimation of a structural vector autoregression model using non-Gaussianity
- A linear non-Gaussian acyclic model for causal discovery
- Estimation of causal effects using linear non-Gaussian causal models with hidden variables
- Quant GANs: deep generation of financial time series
- The curse of dimensionality in inverse problems
- Distributionally robust unsupervised domain adaptation
- Sig‐Wasserstein GANs for conditional time series generation
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