most citedCausal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2023★ 4 cited

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data

Agathe Sadeghi, Achintya Gopal, Mohammad Fesanghary

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and envi…