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Financial data is generally time series in essence and thus suffers fromthree fundamental issues: the mismatch in time resolution, the time-varyingproperty of the distribution - nonstationarity, and causal factors that areimportant but unknown/unobserved. In this paper, we follow a causal perspectiveto systematically look into these three demons in finance. Specifically, wereexamine these issues in the context of causality, which gives rise to a noveland inspiring understanding of how the issues can be addressed. Following thisperspective, we provide systematic solutions to these problems, which hopefullywould serve as a foundation for future research in the area.

On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors