Applying Algorithmic Generative Modelling to the problem of causal factor discovery in stock returns

[Universal Simplexity]

Hi all,

I am interested to find out if I have some how missed any papers performing the above-mentioned exercise working with time-series stock pricing data.

The closest I could find is one that uses cellular automata to perform a perturbation-based causal calculus to infer model representations. -  Causal deconvolution by algorithmic generative models | Nature Machine Intelligence

Any tips, suggestions and pointers would be greatly appreciated.

Thank you.

Yeu