Library
Chapter 15
Causal Machine Learning
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
14 referenced in this chapter
49 further reading
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
Causal Factor Investing: Can Factor Investing Become Scientific?
Granger Causality: A Review and Recent Advances
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Identification and Estimation of Local Average Treatment Effects
Beware of the Simulated DAG! Causal Discovery Benchmarks May Be Easy to Game
plus 109 more references inside