{"title":"金融经验证据的层次结构","authors":"Marcos M. López de Prado","doi":"10.2139/ssrn.4425855","DOIUrl":null,"url":null,"abstract":"Recent progress in causal inference has opened a path, however difficult, for advancing financial economics beyond its current phenomenological stage. This article proposes a hierarchy of empirical evidence, recognizing that not all types of observations have the same scientific weight, in the sense of enabling the falsification of causal claims.","PeriodicalId":74863,"journal":{"name":"SSRN","volume":"49 1","pages":"10 - 29"},"PeriodicalIF":0.0000,"publicationDate":"2023-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"The Hierarchy of Empirical Evidence in Finance\",\"authors\":\"Marcos M. López de Prado\",\"doi\":\"10.2139/ssrn.4425855\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Recent progress in causal inference has opened a path, however difficult, for advancing financial economics beyond its current phenomenological stage. This article proposes a hierarchy of empirical evidence, recognizing that not all types of observations have the same scientific weight, in the sense of enabling the falsification of causal claims.\",\"PeriodicalId\":74863,\"journal\":{\"name\":\"SSRN\",\"volume\":\"49 1\",\"pages\":\"10 - 29\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-07-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"SSRN\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.4425855\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"SSRN","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.4425855","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Recent progress in causal inference has opened a path, however difficult, for advancing financial economics beyond its current phenomenological stage. This article proposes a hierarchy of empirical evidence, recognizing that not all types of observations have the same scientific weight, in the sense of enabling the falsification of causal claims.