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

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Universal Simplexity

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May 30, 2023, 4:38:17 AM5/30/23
to Algorithmic Information Theory
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
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