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References from HK-DeepIV: heat-kernel geometric diagnostics and early-warning signals for curvature-induced interference in financial correlation networks. Local targets link to admitted publications; unresolved targets remain external evidence.
The network origins of aggregate fluctuations
10.3982/ecta9623 · 2012 · External reference
Financial contagion
10.1086/262109 · 2000 · External reference
10.1007/978-4-431-55978-8
10.1007/978-4-431-55978-8 · 2016 · External reference
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Identification of causal effects using instrumental variables
10.1080/01621459.1996.10476902 · 1996 · External reference
Estimating average causal effects under general interference, with application to a social network experiment
10.1214/16-aoas1005 · 2017 · External reference
Geometric deep learning: grids, groups, graphs, geodesics, and gauges
10.48550/arxiv.2104.13478 · 2021 · External reference
Optimal rates for the regularized least-squares algorithm
10.1007/s10208-006-0196-8 · 2007 · External reference
Double/debiased machine learning for treatment and structural parameters
10.1111/ectj.12097 · 2018 · External reference
Methods for detecting early warnings of critical transitions in time series illustrated using simulated ecological data
10.1371/journal.pone.0041010 · 2012 · External reference
Convolutional neural networks on graphs with fast localized spectral filtering
10.48550/arxiv.1606.09375 · 2016 · External reference
On the Nyström method for approximating a Gram matrix for improved kernel-based learning
10.1007/11503415_22 · 2005 · External reference
Impact of loadshedding in South Africa: A CGE analysis
2023 · External reference
Temporal relational ranking for stock prediction
10.1145/3309547 · 2019 · External reference
Identification and estimation of treatment and interference effects in observational studies on networks
10.1080/01621459.2020.1768100 · 2021 · External reference
Contagion in financial networks
10.1257/jel.20151228 · 2016 · External reference
Dependent happenings: a recent methodological review
10.1007/s40471-016-0086-4 · 2016 · External reference
“Deep IV: A flexible approach for counterfactual prediction,”
2017 · External reference
“Adam: a method for stochastic optimization,”
10.48550/arxiv.1412.6980 · 2015 · External reference
“Semi-supervised classification with graph convolutional networks,”
10.48550/arxiv.1609.02907 · 2017 · External reference
10.1090/mbk/107
10.1090/mbk/107 · 2017 · External reference
Ricci curvature of graphs
10.2748/tmj/1325886283 · 2011 · External reference
Identification of treatment response with social interactions
10.1111/j.1368-423x.2012.00368.x · 2013 · External reference
Hierarchical structure in financial markets
10.1007/s100510050929 · 1999 · External reference
10.5281/zenodo.21887713
10.5281/zenodo.21887713 · 2026 · External reference
“Dual instrumental variable regression,”
2020 · External reference
The impact of load shedding on the South Africa economy
10.1080/0376835x.2024.2408364 · 2023 · External reference
Instrumental variable estimation of nonparametric models
10.1111/1468-0262.00459 · 2003 · External reference
“Revisiting over-smoothing and over-squashing using Ollivier-Ricci curvature,”
2023 · External reference
Quasi-oracle estimation of heterogeneous treatment effects
10.1093/biomet/asaa076 · 2021 · External reference
Blackouts and stock markets: evidence from load-shedding in South Africa
10.1016/j.frl.2024.105729 · 2024 · External reference
Causal inference for social network data
10.1080/01621459.2022.2131557 · 2024 · External reference
Ricci curvature of Markov chains on metric spaces
10.1016/j.jfa.2008.11.001 · 2009 · External reference
“DYNOTEARS: structure learning from time-series data,”
2020 · External reference
10.1017/cbo9780511803161
10.1017/cbo9780511803161 · 2009 · External reference
Unresolved reference
2017 · External reference
Estimating causal effects of treatments in randomized and nonrandomized studies
10.1037/h0037350 · 1974 · External reference
Ricci curvature: an economic indicator for market fragility and systemic risk
10.1126/sciadv.1501495 · 2016 · External reference
Early-warning signals for critical transitions
10.1038/nature08227 · 2009 · External reference
“Causality for machine learning,”
10.1145/3501714.3501755 · 2022 · External reference
Optimal global rates of convergence for nonparametric regression
10.1214/aos/1176345969 · 1982 · External reference
“RicciFlowRec: a geometric root cause recommender using Ricci curvature on financial graphs,”
10.1145/3705328.3759312 · 2025 · External reference
“Understanding over-squashing and bottlenecks on graphs via curvature,”
10.48550/arxiv.2111.14522 · 2022 · External reference
A network perspective of the stock market
10.1016/j.jempfin.2010.04.008 · 2010 · External reference
Urban mobility and crime: causal inference using street closures as an instrumental variable
10.3389/fdata.2025.1579332 · 2025 · External reference
“Graph attention networks,”
10.48550/arxiv.1710.10903 · 2018 · External reference
“Learning deep features in instrumental variable regression,”
10.48550/arxiv.2010.07154 · 2021 · External reference
Orthogonality-constrained deep instrumental variable model for causal effect estimation
10.48550/arxiv.2506.02790 · 2025 · External reference
