Category: q-fin.EC
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Detecting and Mitigating Treatment Leakage in Text-Based Causal Inference: Distillation and Sensitivity Analysis
Detecting and Mitigating Treatment Leakage in Text-Based Causal Inference: Distillation and Sensitivity Analysis arXiv:2601.02400v1 Announce Type: cross Abstract: Text-based causal inference increasingly employs textual data as proxies for unobserved confounders, yet this approach introduces a previously undertheorized source of bias: treatment leakage. Treatment leakage occurs when text intended to capture confounding information also contains signals…
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Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study arXiv:2510.19306v1 Announce Type: new Abstract: This study investigates whether Topological Data Analysis (TDA) can provide additional insights beyond traditional statistical methods in clustering currency behaviours. We focus on the foreign exchange (FX) market, which is a complex system often exhibiting non-linear and high-dimensional…