Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Tomas Scagliarini"'
Publikováno v:
Frontiers in Network Physiology, Vol 3 (2024)
The study of high order dependencies in complex systems has recently led to the introduction of statistical synergy, a novel quantity corresponding to a form of emergence in which patterns at large scales are not traceable from lower scales. As a con
Externí odkaz:
https://doaj.org/article/bb0dd89121514b70b898e15f6b2b07df
Autor:
Tomas Scagliarini, Giuseppe Pappalardo, Alessio Emanuele Biondo, Alessandro Pluchino, Andrea Rapisarda, Sebastiano Stramaglia
Publikováno v:
Scientific Reports, Vol 12, Iss 1, Pp 1-20 (2022)
Abstract In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log ret
Externí odkaz:
https://doaj.org/article/50f7a61268fc44fc91699ec1f5a88a9c
Publikováno v:
Frontiers in Physiology, Vol 11 (2021)
We address the problem of efficiently and informatively quantifying how multiplets of variables carry information about the future of the dynamical system they belong to. In particular we want to identify groups of variables carrying redundant or syn
Externí odkaz:
https://doaj.org/article/659771d5bceb4f8387b72a384ea18487
Publikováno v:
Physical Review Research, Vol 4, Iss 1, p 013184 (2022)
High-order, beyond-pairwise interdependencies are at the core of biological, economic, and social complex systems, and their adequate analysis is paramount to understand, engineer, and control such systems. This paper presents a framework to measure
Externí odkaz:
https://doaj.org/article/07cb4e5d4e5d4b6a893940d7af34f670
Publikováno v:
Entropy, Vol 22, Iss 9, p 1000 (2020)
Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed
Externí odkaz:
https://doaj.org/article/37e98b6ac81e42598c3619cca7b775ed
Publikováno v:
PHYSICAL REVIEW RESEARCH
High-order, beyond-pairwise interdependencies are at the core of biological, economic, and social complex systems, and their adequate analysis is paramount to understand, engineer, and control such systems. This paper presents a framework to measure
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93e5d49572189cd5d7e6280f8af6d33b
http://arxiv.org/abs/2108.11625
http://arxiv.org/abs/2108.11625
Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer between j
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::008a51848de3bf812775047efe04b2a9
http://hdl.handle.net/10447/480357
http://hdl.handle.net/10447/480357