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    Causality Learning from Time Series Data for the Industrial Finance Analysis via the Multi-Dimensional Point Process

    Liangliang Shi1,2, Peili Lu3, Junchi Yan4,5,*

    Intelligent Automation & Soft Computing, Vol.26, No.5, pp. 873-885, 2020, DOI:10.32604/iasc.2020.010121

    Abstract Causality learning has been an important tool for decision making, especially for financial analytics. Given the time series data, most existing works construct the causality network with the traditional regression models and estimate the causality by pairs. To fulfil a holistic one-shot inference procedure over the whole network, we propose a new causal inference method for the multidimensional time series data, specifically related to some case studies for the industrial finance analytics. Specifically, the time series are first converted to the event sequences with timestamps by fluctuation the detection, and then a multidimensional point process More >

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