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#large language models Review Open access Sep 2026

REIGN: Regime-Enhanced Intelligent Granger Network for Nonstationary Causal Discovery

Causal discovery in nonstationary multivariate financial time series is a fundamental challenge. Classical algorithms, such as Peter–Clark (PC) algorithm and Peter–Clark momentary conditional independence (PCMCI+), assume stationarity and fail in realworld environments characterized by market regime shifts and structur...

Quang-Vinh Dang, M. Dinh, Dat Le et al. · 0 citations

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