arXiv AI

Spectral Truncation in Synthetic Control

arXiv:2607. 25074v1 Announce Type: cross Abstract: Synthetic control (SC) matches a treated unit's pre-treatment trajectory to a weighted combination of donor units.

arXiv Machine Learning
5d ago

FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

arXiv:2608. 13096v1 Announce Type: new Abstract: Limit order book (LOB) simulators are most useful to practitioners when they combine realistic market dynamics, computationally efficient sampling, controllable scenario generation, and the ability to generalize beyond the instruments seen during training---properties that existing agent-based and deep generative simulators provide only partially.

By Zhuohan Wang, Andreea Bacalum, Ollie Olby, Carmine Ventre, Namid Stillman
arXiv Machine Learning
Jul 31

Psych-ECA: A Reproducible Semi-Synthetic Benchmark for Synthetic Control Arms in Longitudinal Psychiatry

arXiv:2607. 27224v1 Announce Type: cross Abstract: External and synthetic control arms (ECAs) are entering psychiatric drug development, but the field lacks a benchmark that evaluates the properties regulators care about: not only how accurately a method reconstructs untreated trajectories, but whether its uncertainty is calibrated, whether it is robust to the informative observation times common in mental-health records (sicker patients are seen more often), and what false-positive rate it induces in go/no-go trial decisions.

By Aakash Bhagat, Shashank Choudhary