Authors :
- Marc-Aurele Divernois
- Jalal Etesami
- Damir Filipovic
- Negar Kiyavash
This is the repository of our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach". You can find source codes, data, figures and an online appendix with interactive plots here. Data to plot our DIG is available but the WRDS data is not due to legal restrictions.