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Dec, 2023
金融因果关系中的三大困扰：时间分辨率、非平稳性和潜在因素
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
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Xinshuai Dong, Haoyue Dai, Yewen Fan, Songyao Jin, Sathyamoorthy Rajendran...
TL;DR
这篇论文从因果关系的角度系统探讨了金融中的时间序列和非平稳性等问题，并提供了解决方案，为未来的研究奠定了基础。
Abstract
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 -
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