Causality-driven multivariate stock movement forecasting

• Abel Díaz Berenguer ,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Supervision, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: aberengu@etrovub.be

  Affiliation Department of Electronics and Informatics (ETRO), Vrije Universiteit Brussel (VUB), Brussels, Belgium

  https://orcid.org/0000-0003-4970-6517

  ⨯
• Yifei Da,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Validation, Writing – original draft

  Affiliation Department of Electronics and Informatics (ETRO), Vrije Universiteit Brussel (VUB), Brussels, Belgium

  ⨯
• Matías Nicolás Bossa,

  Roles Formal analysis, Visualization, Writing – original draft

  Affiliation Department of Electronics and Informatics (ETRO), Vrije Universiteit Brussel (VUB), Brussels, Belgium

  https://orcid.org/0000-0001-5127-2573

  ⨯
• Meshia Cédric Oveneke,

  Roles Supervision, Writing – original draft, Writing – review & editing

  Affiliation Fit-For-Purpose Technologies SRL, Brussels, Belgium

  ⨯
• Hichem Sahli

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Supervision, Visualization, Writing – original draft, Writing – review & editing

  Affiliations Department of Electronics and Informatics (ETRO), Vrije Universiteit Brussel (VUB), Brussels, Belgium, Interuniversity Microelectronics Centre (IMEC), Heverlee, Belgium

  ⨯