no code implementations • 28 Dec 2023 • Xinshuai Dong, Haoyue Dai, Yewen Fan, Songyao Jin, Sathyamoorthy Rajendran, Kun Zhang
Financial data is generally time series in essence and thus suffers from three fundamental issues: the mismatch in time resolution, the time-varying property of the distribution - nonstationarity, and causal factors that are important but unknown/unobserved.