Understanding the mechanisms through which treatment effects come about is crucial for designing effective interventions. The identification of such causal mechanisms is challenging and typically requires strong assumptions. This paper discusses identification and estimation of natural direct...

Understanding the mechanisms through which treatment effects come about is crucial for designing effective interventions. The identification of such causal mechanisms is challenging and typically requires strong assumptions. This paper discusses identification and estimation of natural direct...

The main objective of this research is to forecast the daily direction of Standard & Poor's 500 (S&P 500) index using an artificial neural network (ANN). In order to select the most influential features (factors) of the proposed ANN that affect the daily direction of S&P 500 (the response),...