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dc.contributor | Universitat Politècnica de Catalunya. Departament de Ciències de la Computació |
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dc.contributor | Universitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge |
dc.contributor.author | Serès, Alex |
dc.contributor.author | Cabaña, Ana Alejandra |
dc.contributor.author | Arratia Quesada, Argimiro Alejandro |
dc.date | 2016 |
dc.identifier.citation | Serès, A., Cabaña, A., Arratia, A. Towards a sharp estimation of transfer entropy for identifying causality in financial time series. A: Workshop on MIning DAta for financial applicationS. "Proceedings of the 1st Workshop on MIning DAta for financial applicationS (MIDAS 2016), Riva del Garda, Italy, September 19-23, 2016". Riva del Garda: CEUR-WS.org, 2016, p. 31-42. |
dc.identifier.citation | 1613-0073 |
dc.identifier.uri | http://hdl.handle.net/2117/102132 |
dc.language.iso | eng |
dc.publisher | CEUR-WS.org |
dc.relation | http://ceur-ws.org/Vol-1774/MIDAS2016_paper7.pdf |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Àrees temàtiques de la UPC::Informàtica |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject | Finance--Econometric models |
dc.subject | Bootstrap (Statistics) |
dc.subject | Causality |
dc.subject | Transfer entropy |
dc.subject | Conditional causality |
dc.subject | Financial time series |
dc.subject | Bootstrap |
dc.subject | Finances -- Models economètrics |
dc.subject | Bootstrap (Estadística) |
dc.title | Towards a sharp estimation of transfer entropy for identifying causality in financial time series |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.type | info:eu-repo/semantics/conferenceObject |
dc.description.abstract |