Nonlinear transformation on the transfer entropy of financial time series
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Publication:2147662
DOI10.1016/J.PHYSA.2017.04.103zbMATH Open1495.91085OpenAlexW2609081114MaRDI QIDQ2147662FDOQ2147662
Authors: Zhenyu Wu, Pengjian Shang 
Publication date: 20 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.04.103
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Cites Work
- A Concordance Correlation Coefficient to Evaluate Reproducibility
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- Simple mathematical models with very complicated dynamics
- Principal component analysis in linear systems: Controllability, observability, and model reduction
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- A fast image encryption scheme based on chaotic standard map
- Periodic entrainment of chaotic logistic map dynamics
- Random walk and linear switching systems
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- Some equivalences between Shannon entropy and Kolmogorov complexity
- Transfer entropy for coupled autoregressive processes
Cited In (5)
- Transfer entropy coefficient: quantifying level of information flow between financial time series
- Transfer entropy expressions for a class of non-Gaussian distributions
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
- Comparison of transfer entropy methods for financial time series
- Using transfer entropy to measure information flows between financial markets
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