{"paper":{"title":"Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Minheng Xiao","submitted_at":"2022-01-24T17:01:59Z","abstract_excerpt":"This paper investigates the application of Time Series K-means (TS-K-means) within the context of causal inference and mechanism clustering of financial time series data. Traditional clustering approaches like K-means often rely on static distance metrics, such as Euclidean distance, which inadequately capture the temporal dependencies intrinsic to financial returns. By incorporating Dynamic Time Warping (DTW) as a distance metric, TS-K-means addresses this limitation, improving the robustness of clustering in time-dependent financial data. This study extends the Additive Noise Model Mixture M"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2202.03146","kind":"arxiv","version":7},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2202.03146/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}