Yixiao Lu, Yokiu Lee, Haoran Feng, Johnathan Leung, Alvin Cheung, Katharina Dost, Katerina Taskova, Thomas Lacombe. Interpretability Meets Generalizability: A Hybrid Machine Learning System to Identify Nonlinear Granger Causality in Global Stock Indices. In Hisashi Kashima, Tsuyoshi Idé, Wen-Chih Peng, editors, Advances in Knowledge Discovery and Data Mining - 27th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2023, Osaka, Japan, May 25-28, 2023, Proceedings, Part II. Volume 13936 of Lecture Notes in Computer Science, pages 322-334, Springer, 2023. [doi]
Abstract is missing.