Title: Causality detection in complex time dependent systems examplified in financial time series
Authors : Nef, Annina
Glüge, Stefan
Ott, Thomas
Kauf, Peter
Proceedings: Proceedings of the 2014 International Symposium on Nonlinear Theory and its Applications (NOLTA2014)
Pages : 176
Pages to: 179
Conference details: NOLTA 2014, Luzern, Switzerland, September 14-18 2014
Publisher / Ed. Institution : IECE
Issue Date: 2014
License (according to publishing contract) : Licence according to publishing contract
Type of review: Peer review (Abstract)
Language : English
Subjects : Granger causality; Transfer entropy; Causality detection
Subject (DDC) : 003: Systems
Further description : Publiziert im Rahmen des KTI Projektes Sales Forecasting
Departement: Life Sciences und Facility Management
Organisational Unit: Institute of Applied Simulation (IAS)
Publication type: Conference Paper
URI: http://www.ieice.org/nolta/symposium/archive/2014/nolta14fullvol.pdf
https://digitalcollection.zhaw.ch/handle/11475/4394
Appears in Collections:Publikationen Life Sciences und Facility Management

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