Search Results for author: Pengfei Xi

Found 2 papers, 0 papers with code

TCFimt: Temporal Counterfactual Forecasting from Individual Multiple Treatment Perspective

no code implementations17 Dec 2022 Pengfei Xi, Guifeng Wang, Zhipeng Hu, Yu Xiong, Mingming Gong, Wei Huang, Runze Wu, Yu Ding, Tangjie Lv, Changjie Fan, Xiangnan Feng

TCFimt constructs adversarial tasks in a seq2seq framework to alleviate selection and time-varying bias and designs a contrastive learning-based block to decouple a mixed treatment effect into separated main treatment effects and causal interactions which further improves estimation accuracy.

Contrastive Learning counterfactual +3

Using detrended deconvolution foreign exchange network to identify currency status

no code implementations8 Aug 2020 Pengfei Xi, Shiyang Lai, Xueying Wang, Weiqiang Huang

This article proposed a hybrid detrended deconvolution foreign exchange network construction method (DDFEN), which combined the detrended cross-correlation analysis coefficient (DCCC) and the network deconvolution method together.

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