From: Machine learning and causal analyses for modeling financial and economic data
In Eq. (61)
y
Λ y η
ε
Bη
Γξ
ς
x
Λ x ξ
δ
In Eq. (62)
rt -a
Af t
e t
Bf t- 1
\(HC\) v t
Hηt +εt
m t
Ev t
η t
