Interpretability Meets Generalizability: A Hybrid Machine Learning System to Identify Nonlinear Granger Causality in Global Stock Indices. - Yixiao Lu; Yokiu Lee; Haoran Feng; Johnathan Chi-Ho Leung; Alvin Cheung; Katharina Dost; Katerina Taskova; Thomas Lacombe (PAKDD (2), 2023)