smq/directoryAn evolving quant resource archive
Paper / 2025SMQ / 184064606884017
Forward-Oriented Causal Observables for Non-Stationary Financial Markets
time seriesResource overview

Forward-Oriented Causal Observables for Non-Stationary Financial Markets

Paper2025

by Lucas A. Souza

Tags
time series

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

Go further

Explore a related reading path