Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
Fuente:
arXiv
Saved in:
| Main Authors: | Sadeghi, Agathe, Gopal, Achintya, Fesanghary, Mohammad |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Efficient Causal Discovery for Autoregressive Time Series
by: Fesanghary, Mohammad, et al.
Published: (2025)
by: Fesanghary, Mohammad, et al.
Published: (2025)
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025)
by: Ding, Xueying, et al.
Published: (2025)
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by: Gopal, Achintya
Published: (2024)
by: Gopal, Achintya
Published: (2024)
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
by: Gopal, Achintya
Published: (2024)
by: Gopal, Achintya
Published: (2024)
Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by: Xiao, Minheng
Published: (2022)
by: Xiao, Minheng
Published: (2022)
NeuralBeta: Estimating Beta Using Deep Learning
by: Liu, Yuxin, et al.
Published: (2024)
by: Liu, Yuxin, et al.
Published: (2024)
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
by: Masoudi, Oday, et al.
Published: (2025)
by: Masoudi, Oday, et al.
Published: (2025)
FNSPID: A Comprehensive Financial News Dataset in Time Series
by: Dong, Zihan, et al.
Published: (2024)
by: Dong, Zihan, et al.
Published: (2024)
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)
by: Wu, Yurui, et al.
Published: (2026)
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by: Safari, Sara A., et al.
Published: (2025)
by: Safari, Sara A., et al.
Published: (2025)
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
A Comparison between Financial and Gambling Markets
by: Liu, Haoyu, et al.
Published: (2024)
by: Liu, Haoyu, et al.
Published: (2024)
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by: Cornell, Cameron, et al.
Published: (2024)
by: Cornell, Cameron, et al.
Published: (2024)
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)
by: Ataei, Masoud
Published: (2025)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by: Wand, Tobias, et al.
Published: (2024)
by: Wand, Tobias, et al.
Published: (2024)
On Time-subordinated Brownian Motion Processes for Financial Markets
by: Shenoy, Rohan, et al.
Published: (2025)
by: Shenoy, Rohan, et al.
Published: (2025)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)
by: Neupane, Krishna, et al.
Published: (2026)
Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models
by: Thumm, Dennis
Published: (2025)
by: Thumm, Dennis
Published: (2025)
The Impact of Trump-Era Tariffs on Financial Market Efficiency
by: Takaishi, Tetsuya
Published: (2026)
by: Takaishi, Tetsuya
Published: (2026)
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by: Hui, Qian, et al.
Published: (2025)
by: Hui, Qian, et al.
Published: (2025)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)
by: Dolphin, Rian, et al.
Published: (2024)
Investor Sentiment and Market Movements: A Granger Causality Perspective
by: Mukherjee, Tamoghna
Published: (2025)
by: Mukherjee, Tamoghna
Published: (2025)
Polyspectral Mean based Time Series Clustering of Indian Stock Market
by: Ghosh, Dhrubajyoti
Published: (2025)
by: Ghosh, Dhrubajyoti
Published: (2025)
Bayesian Testing Of Granger Causality In Functional Time Series
by: Sen, Rituparna, et al.
Published: (2021)
by: Sen, Rituparna, et al.
Published: (2021)
Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)
by: Zhang, Fan, et al.
Published: (2026)
Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
by: Giorgio, Bruno
Published: (2025)
by: Giorgio, Bruno
Published: (2025)
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)
by: Grab, Colin D.
Published: (2024)
Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
by: Khalilian, Pouriya, et al.
Published: (2025)
by: Khalilian, Pouriya, et al.
Published: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)
by: Wang, Jingru, et al.
Published: (2025)
Identification of phase correlations in Financial Stock Market Turbulence
by: Sharma, Kiran, et al.
Published: (2025)
by: Sharma, Kiran, et al.
Published: (2025)
Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024)
by: Bester, Tristan, et al.
Published: (2024)
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
by: Makinde, Ahmad
Published: (2024)
by: Makinde, Ahmad
Published: (2024)
Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period
by: Fu, Weilin, et al.
Published: (2022)
by: Fu, Weilin, et al.
Published: (2022)
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
by: Mukhia, Kundan, et al.
Published: (2026)
by: Mukhia, Kundan, et al.
Published: (2026)
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)
by: Aouri, Atika, et al.
Published: (2025)
Similar Items
-
Efficient Causal Discovery for Autoregressive Time Series
by: Fesanghary, Mohammad, et al.
Published: (2025) -
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025) -
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by: Gopal, Achintya
Published: (2024) -
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
by: Gopal, Achintya
Published: (2024) -
Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by: Xiao, Minheng
Published: (2022)