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Towards a sharp estimation of transfer entropy for identifying causality in financial time series.

, , и . MIDAS@PKDD/ECML, том 1774 из CEUR Workshop Proceedings, стр. 31-42. CEUR-WS.org, (2016)

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Alejandra Villegas

Alejandra Dunkler

Alejandra Duenas

María Alejandra Maglianesi

Alejandra M Alvaredo

 

Другие публикации лиц с тем же именем

Towards a sharp estimation of transfer entropy for identifying causality in financial time series., , и . MIDAS@PKDD/ECML, том 1774 из CEUR Workshop Proceedings, стр. 31-42. CEUR-WS.org, (2016)Deep and Wide Neural Networks Covariance Estimation., , и . ICANN (1), том 12396 из Lecture Notes in Computer Science, стр. 195-206. Springer, (2020)Tracing the temporal evolution of clusters in a financial stock market, и . CoRR, (2011)Modeling Stationary Data by a Class of Generalized Ornstein-Uhlenbeck Processes: The Gaussian Case., , и . IDA, том 8819 из Lecture Notes in Computer Science, стр. 13-24. Springer, (2014)