Adaptive Event-Driven Labeling: Multi-Scale Causal Framework with Meta-Learning for Financial Time Series

Financial time-series labeling remains fundamentally limited by three critical deficiencies: temporal rigidity (fixed horizons regardless of market conditions), scale blindness (single-resolution analysis), and correlation-causation conflation. These limitations cause systematic failure during regime shifts. We introduce Adaptive Event-Driven Labeling (AEDL), integrating three core innovations: (1) multi-scale temporal analysis capturing hierarchical market patterns across five time resolutions, (2) causal inference using Granger causality and transfer entropy to filter spurious correlations, and (3) model-agnostic meta-learning (MAML) for adaptive parameter optimization. The framework outputs calibrated probability distributions enabling uncertainty-aware trading strategies. Evaluation on 16 assets spanning 25 years (2000–2025) with rigorous out-of-sample validation demonstrates substantial improvements: AEDL achieves average Sharpe ratio of 0.48 (across all models and assets) while baseline methods average near-zero or negative (Fixed Horizon: −0.29, Triple Barrier: −0.03, Trend Scanning: 0.00). Systematic ablation experiments on a 12-asset subset reveal that selective innovation deployment outperforms both minimal baselines and maximal integration: removing causal inference improves performance to 0.65 Sharpe while maintaining full asset coverage (12/12), whereas adding attention mechanisms reduces applicability to 2/12 assets due to compound filtering effects. These findings demonstrate that judicious component selection outperforms kitchen-sink approaches, with peak individual asset performance exceeding 3.0 Sharpe. Wilcoxon tests confirm statistically significant improvements over Fixed Horizon baseline (p = 0.0024).