How to Measure Statistical Causality: A Transfer Entropy Approach with Financial Applications

With Open Source code to get your started.

We’ve all heard the say “correlation does not imply causation”, but how can we quantify causation? This is an extremely difficult and often misleading task, particularly when trying to infer causality from observational data and we…

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Thársis Souza, PhD

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Data Science, Finance and Alternative Data. www.openquants.com

Towards Data Science

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