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.
no code implementations • 18 Dec 2023 • Xinshuai Dong, Biwei Huang, Ignavier Ng, Xiangchen Song, Yujia Zheng, Songyao Jin, Roberto Legaspi, Peter Spirtes, Kun Zhang
Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems.