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Disambiguation of "Papana, Angeliki"

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Financial networks based on Granger causality: A case study

, , , and . Physica A: Statistical Mechanics and its Applications, (September 2017)
DOI: 10.1016/j.physa.2017.04.046

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Angeliki Valsamidou

Angeliki Pappa

Angeliki Maraka

Angeliki Anastasakis

Angeliki Buku

 

Other publications of authors with the same name

Evaluation of Mutual Information estimators for Time Series., and . Int. J. Bifurc. Chaos, 19 (12): 4197-4215 (2009)Connectivity Analysis for Multivariate Time Series: Correlation vs. Causality.. Entropy, 23 (12): 1570 (2021)Detection of Direct Causal Effects and Application to epileptic Electroencephalogram Analysis., , and . Int. J. Bifurc. Chaos, (2012)Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data., , and . Entropy, 22 (10): 1139 (2020)Non-Uniform Embedding Scheme and Low-Dimensional Approximation Methods for Causality Detection.. Entropy, 22 (7): 745 (2020)Financial networks based on Granger causality: A case study, , , and . Physica A: Statistical Mechanics and its Applications, (September 2017)Shortcomings of Transfer Entropy and Partial Transfer Entropy: Extending Them to Escape the Curse of Dimensionality., , and . Int. J. Bifurc. Chaos, 30 (16): 2050250:1-2050250:23 (2020)Detecting direct causality in multivariate time series: A comparative study., , and . Commun. Nonlinear Sci. Numer. Simul., (2021)Simulation Study of Direct Causality Measures in Multivariate Time Series., , , and . Entropy, 15 (7): 2635-2661 (2013)Time Series Feature Evaluation in Discriminating Preictal EEG States., , , , and . ISBMDA, volume 4345 of Lecture Notes in Computer Science, page 298-310. Springer, (2006)