On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dong, Xinshuai, Dai, Haoyue, Fan, Yewen, Jin, Songyao, Rajendran, Sathyamoorthy, Zhang, Kun
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Machine Learning Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.05414