| Publikationstyp: | Konferenz: Paper |
| Art der Begutachtung: | Peer review (Abstract) |
| Titel: | Causality detection in complex time dependent systems examplified in financial time series |
| Autor/-in: | Nef, Annina Glüge, Stefan Ott, Thomas Kauf, Peter |
| Tagungsband: | Proceedings of the 2014 International Symposium on Nonlinear Theory and its Applications (NOLTA2014) |
| Seite(n): | 176 |
| Seiten bis: | 179 |
| Angaben zur Konferenz: | Nonlinear Theory and Applications 2014 (NOLTA), Luzern, 14-18 September 2014 |
| Erscheinungsdatum: | 2014 |
| Verlag / Hrsg. Institution: | IECE |
| Sprache: | Englisch |
| Schlagwörter: | Granger causality; Transfer entropy; Causality detection |
| Fachgebiet (DDC): | 003: Systeme |
| Weitere Angaben: | Publiziert im Rahmen des KTI Projektes Sales Forecasting |
| URI: | http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf https://digitalcollection.zhaw.ch/handle/11475/4394 |
| Volltext Version: | Publizierte Version |
| Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
| Departement: | Life Sciences und Facility Management |
| Organisationseinheit: | Institut für Computational Life Sciences (ICLS) |
| Enthalten in den Sammlungen: | Publikationen Life Sciences und Facility Management |
Dateien zu dieser Ressource:
Es gibt keine Dateien zu dieser Ressource.
Zur Langanzeige
Nef, A., Glüge, S., Ott, T., & Kauf, P. (2014). Causality detection in complex time dependent systems examplified in financial time series [Conference paper]. Proceedings of the 2014 International Symposium on Nonlinear Theory and Its Applications (NOLTA2014), 176–179. http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf
Nef, A. et al. (2014) ‘Causality detection in complex time dependent systems examplified in financial time series’, in Proceedings of the 2014 International Symposium on Nonlinear Theory and its Applications (NOLTA2014). IECE, pp. 176–179. Available at: http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf.
A. Nef, S. Glüge, T. Ott, and P. Kauf, “Causality detection in complex time dependent systems examplified in financial time series,” in Proceedings of the 2014 International Symposium on Nonlinear Theory and its Applications (NOLTA2014), 2014, pp. 176–179. [Online]. Available: http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf
NEF, Annina, Stefan GLÜGE, Thomas OTT und Peter KAUF, 2014. Causality detection in complex time dependent systems examplified in financial time series. In: Proceedings of the 2014 International Symposium on Nonlinear Theory and its Applications (NOLTA2014) [online]. Conference paper. IECE. 2014. S. 176–179. Verfügbar unter: http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf
Nef, Annina, Stefan Glüge, Thomas Ott, and Peter Kauf. 2014. “Causality Detection in Complex Time Dependent Systems Examplified in Financial Time Series.” Conference paper. In Proceedings of the 2014 International Symposium on Nonlinear Theory and Its Applications (NOLTA2014), 176–79. IECE. http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf.
Nef, Annina, et al. “Causality Detection in Complex Time Dependent Systems Examplified in Financial Time Series.” Proceedings of the 2014 International Symposium on Nonlinear Theory and Its Applications (NOLTA2014), IECE, 2014, pp. 176–79, http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf.
Alle Ressourcen in diesem Repository sind urheberrechtlich geschützt, soweit nicht anderweitig angezeigt.