@inproceedings{owusu:hal-03543760, TITLE = {{Towards Dynamic Structure Changes Detection in Financial Series via Causal Analysis}}, AUTHOR = {Owusu, Patrick and Brun, Armelle and Wang, Shengrui}, URL = {https://inria.hal.science/hal-03543760}, BOOKTITLE = {{2nd Workshop on Large-scale Industrial Time Series Analysis, at International Conference on Data Mining Workshops (ICDMW) 2021}}, ADDRESS = {Auckland/ Online, New Zealand}, SERIES = {2021 International Conference on Data Mining Workshops (ICDMW)}, YEAR = {2021}, MONTH = Dec, DOI = {10.1109/icdmw53433.2021.00073}, KEYWORDS = {Large-scale time series ; Time-series analysis ; Causal analysis ; Regime-switching ; Financial time series}, PDF = {https://inria.hal.science/hal-03543760/file/Towards_Dynamic_Structure_Changes_Detection_in_Financial_Series_via_Causal_Analysis.pdf}, HAL_ID = {hal-03543760}, HAL_VERSION = {v1}, }