Nonlinear transformation on the transfer entropy of financial time series
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Publication:2147662
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Cites work
- scientific article; zbMATH DE number 428352 (Why is no real title available?)
- scientific article; zbMATH DE number 3062467 (Why is no real title available?)
- A Concordance Correlation Coefficient to Evaluate Reproducibility
- A fast image encryption scheme based on chaotic standard map
- Periodic entrainment of chaotic logistic map dynamics
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Random walk and linear switching systems
- Simple mathematical models with very complicated dynamics
- Some equivalences between Shannon entropy and Kolmogorov complexity
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- Transfer entropy for coupled autoregressive processes
Cited in
(5)- Using transfer entropy to measure information flows between financial markets
- Transfer entropy coefficient: quantifying level of information flow between financial time series
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
- Comparison of transfer entropy methods for financial time series
- Transfer entropy expressions for a class of non-Gaussian distributions
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