Zobrazeno 1 - 10
of 90
pro vyhledávání: '"Cees Diks"'
Autor:
Carolina E. S. Mattsson, Frank W. Takes, Eelke M. Heemskerk, Cees Diks, Gert Buiten, Albert Faber, Peter M. A. Sloot
Publikováno v:
Frontiers in Big Data, Vol 4 (2021)
Production networks are integral to economic dynamics, yet dis-aggregated network data on inter-firm trade is rarely collected and often proprietary. Here we situate company-level production networks within a wider space of networks that are differen
Externí odkaz:
https://doaj.org/article/8629bcdb568a4cd49fba1048823d1a9d
Publikováno v:
Entropy, Vol 22, Iss 10, p 1123 (2020)
To date, testing for Granger non-causality using kernel density-based nonparametric estimates of the transfer entropy has been hindered by the intractability of the asymptotic distribution of the estimators. We overcome this by shifting from the tran
Externí odkaz:
https://doaj.org/article/8ca58d57842546829a11206caec27931
Publikováno v:
PLoS ONE, Vol 12, Iss 7, p e0180852 (2017)
Different resampling methods for the null hypothesis of no Granger causality are assessed in the setting of multivariate time series, taking into account that the driving-response coupling is conditioned on the other observed variables. As appropriat
Externí odkaz:
https://doaj.org/article/0a5b025d16034194bc0f671ae0f60cfb
Publikováno v:
Entropy, Vol 15, Iss 7, Pp 2635-2661 (2013)
Measures of the direction and strength of the interdependence among time series from multivariate systems are evaluated based on their statistical significance and discrimination ability. The best-known measures estimating direct causal effects, both
Externí odkaz:
https://doaj.org/article/ace8ff2c988d46cda0477b6daf8c2f85
Publikováno v:
Entropy, Vol 19, Iss 7, p 372 (2017)
The information-theoretical concept transfer entropy is an ideal measure for detecting conditional independence, or Granger causality in a time series setting. The recent literature indeed witnesses an increased interest in applications of entropy-ba
Externí odkaz:
https://doaj.org/article/52cba767e6794412acf9836703b0568f
Publikováno v:
Empirical Economics.
The standard linear Granger causality test, based on the vector autoregressive model (VAR), requires stationarity of the time series. A VAR model is fitted to the first-differences of the time series, when they exhibit trends and are not co-integrate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a22a2fb1e3f7f12eb699e41b6491a84
https://doi.org/10.1007/s00181-022-02275-9
https://doi.org/10.1007/s00181-022-02275-9
Publikováno v:
International Journal of Forecasting, 36(2), 531-551. Elsevier
We compare multivariate and univariate approaches to assessing the accuracy of competing density forecasts of a portfolio return in the downside part of the support. We argue that the common practice of performing multivariate forecast comparisons ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94a1468ea4d8c09e6b7b3051f6f25634
https://doi.org/10.1016/j.ijforecast.2019.07.006
https://doi.org/10.1016/j.ijforecast.2019.07.006
Autor:
Q. A. Meertens, Marco van der Leij, Maurits H. W. Oostenbroek, Cees Diks, Heleen M. Wortelboer
Publikováno v:
PLoS ONE
PLoS ONE, Vol 16, Iss 8, p e0256604 (2021)
PLoS ONE, 16(8):e0256604. Public Library of Science
PLoS ONE, Vol 16, Iss 8, p e0256604 (2021)
PLoS ONE, 16(8):e0256604. Public Library of Science
The influence maximization problem (IMP) as classically formulated is based on the strong assumption that “chosen” nodes always adopt the new product. In this paper we propose a new influence maximization problem, referred to as the “Link-based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51ea1dccb8f7d27dec3e12ae86174cda
https://doi.org/10.1371/journal.pone.0256604
https://doi.org/10.1371/journal.pone.0256604
Publikováno v:
Journal of the Royal Statistical Society. Series A (Statistics in Society), 183(1), 61-90. Wiley-Blackwell
Summary The digital economy is a highly relevant item on the European Union’s policy agenda. We focus on cross-border Internet purchases, as part of the digital economy, the total value of which cannot be accurately estimated by using existing cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::040c4631c3951fecae8ca55267253730
https://doi.org/10.1111/rssa.12487
https://doi.org/10.1111/rssa.12487
Publikováno v:
Entropy
Volume 22
Issue 10
Entropy, Vol 22, Iss 1123, p 1123 (2020)
Entropy, 22(10):1123. Multidisciplinary Digital Publishing Institute (MDPI)
Volume 22
Issue 10
Entropy, Vol 22, Iss 1123, p 1123 (2020)
Entropy, 22(10):1123. Multidisciplinary Digital Publishing Institute (MDPI)
To date, testing for Granger non-causality using kernel density-based nonparametric estimates of the transfer entropy has been hindered by the intractability of the asymptotic distribution of the estimators. We overcome this by shifting from the tran
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb2a5675299cf1ad4f65e6f1f2b9b924
http://europepmc.org/articles/PMC7597253
http://europepmc.org/articles/PMC7597253