Causal Modeling
generated by meta ai Yes. In fact, causal modelling is one of the most advanced topics in quantitative finance and is becoming increasingly important because traditional ML models (LSTM, XGBoost, Transformers) often learn correlations , whereas causal models aim to discover why prices move. Since I am pursuing an MSc in Financial Engineering at WQU , I'll teach it at that level, covering theory, mathematics, and Python implementations. Learning Roadmap We'll build from scratch. Correlation vs Causation Structural Causal Models (SCM) Directed Acyclic Graphs (DAGs) Causal Discovery Algorithms Do-Calculus (Pearl) Counterfactual Prediction Causal Forecasting Applying causal models to stock prediction Building an end-t...