Jianian Wang

Haitao Jiang, Lin Ge, Yuhe Gao et al.

Large Language Models (LLMs) have shown their success in language understanding and reasoning on general topics. However, their capability to perform inference based on user-specified structured data and knowledge in corpus-rare concepts, such as causal decision-making is still limited. In this work, we explore the possibility of fine-tuning an open-sourced LLM into LLM4Causal, which can identify the causal task, execute a corresponding function, and interpret its numerical results based on users' queries and the provided dataset. Meanwhile, we propose a data generation process for more controllable GPT prompting and present two instruction-tuning datasets: (1) Causal-Retrieval-Bench for causal problem identification and input parameter extraction for causal function calling and (2) Causal-Interpret-Bench for in-context causal interpretation. By conducting end-to-end evaluations and two ablation studies, we showed that LLM4Causal can deliver end-to-end solutions for causal problems and provide easy-to-understand answers, which significantly outperforms the baselines.

Jianian Wang, Rui Song

To represent the causal relationships between variables, a directed acyclic graph (DAG) is widely utilized in many areas, such as social sciences, epidemics, and genetics. Many causal structure learning approaches are developed to learn the hidden causal structure utilizing deep-learning approaches. However, these approaches have a hidden assumption that the causal relationship remains unchanged over time, which may not hold in real life. In this paper, we develop a new framework to model the dynamic causal graph where the causal relations are allowed to be time-varying. We incorporate the basis approximation method into the score-based causal discovery approach to capture the dynamic pattern of the causal graphs. Utilizing the autoregressive model structure, we could capture both contemporaneous and time-lagged causal relationships while allowing them to vary with time. We propose an algorithm that could provide both past-time estimates and future-time predictions on the causal graphs, and conduct simulations to demonstrate the usefulness of the proposed method. We also apply the proposed method for the covid-data analysis, and provide causal estimates on how policy restriction's effect changes.

Jianian Wang, Sheng Zhang, Yanghua Xiao et al.

With multiple components and relations, financial data are often presented as graph data, since it could represent both the individual features and the complicated relations. Due to the complexity and volatility of the financial market, the graph constructed on the financial data is often heterogeneous or time-varying, which imposes challenges on modeling technology. Among the graph modeling technologies, graph neural network (GNN) models are able to handle the complex graph structure and achieve great performance and thus could be used to solve financial tasks. In this work, we provide a comprehensive review of GNN models in recent financial context. We first categorize the commonly-used financial graphs and summarize the feature processing step for each node. Then we summarize the GNN methodology for each graph type, application in each area, and propose some potential research areas.