Incorporating causal notions to forecasting time series: a case study
Abstract Financial time series have been analyzed with a wide variety of models and approaches, some of which can forecast with great accuracy. However, most of these models, especially the machine learning ones, cannot show additional information for the decision maker or the financial analyst. The...
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Main Authors: | Werner Kristjanpoller, Kevin Michell, Cristian Llanos, Marcel C. Minutolo |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2025-01-01
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Series: | Financial Innovation |
Subjects: | |
Online Access: | https://doi.org/10.1186/s40854-024-00681-9 |
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