Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Zlata Tabachová"'
Publikováno v:
Entropy, Vol 24, Iss 7, p 855 (2022)
Uncovering causal interdependencies from observational data is one of the great challenges of a nonlinear time series analysis. In this paper, we discuss this topic with the help of an information-theoretic concept known as Rényi’s information mea
Externí odkaz:
https://doaj.org/article/23d69224993a4935969436e8a9c4a426
Publikováno v:
The 7th International conference on Time Series and Forecasting.
In this paper, we discuss the statistical coherence between financial time series in terms of Renyi’s information measure or entropy. In particular, we tackle the issue of the directional information flow between bivariate time series in terms of R
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2dba759718834c36d706aa39aed3bf4
https://doi.org/10.3390/engproc2021005033
https://doi.org/10.3390/engproc2021005033
Autor:
Jizba, Petr1 (AUTHOR) hynek.lavicka@fjfi.cvut.cz, Lavička, Hynek1 (AUTHOR), Tabachová, Zlata2 (AUTHOR) zlata.tabachova@fjfi.cvut.cz
Publikováno v:
Entropy. Jul2022, Vol. 24 Issue 7, pN.PAG-N.PAG. 32p.
Autor:
Amit Sinha
Economics requires understanding and analyzing forces that bring buyers and sellers to a market place who then negotiate exchanges of goods and services based on a mutually agreeable price. Economists have their own method of modeling whereby models
