The Evolving Causal Structure of Equity Risk Factors.
Gabriele D'AcuntoPaolo BajardiFrancesco BonchiGianmarco De Francisci MoralesPublished in: CoRR (2021)
Keyphrases
- risk factors
- causal structure
- causal discovery
- causal relationships
- causal models
- experimental data
- risk assessment
- causal ordering
- risk management
- causal graph
- statistical methods
- causal relations
- observational data
- causal bayesian networks
- directed acyclic graph
- prior knowledge
- bayesian networks
- sample size
- decision making