| Publication type: | Conference paper |
| Type of review: | Peer review (abstract) |
| 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) |
| Page(s): | 176 |
| Pages to: | 179 |
| Conference details: | Nonlinear Theory and Applications 2014 (NOLTA), Luzern, 14-18 September 2014 |
| Issue Date: | 2014 |
| Publisher / Ed. Institution: | IECE |
| Language: | English |
| Subjects: | Granger causality; Transfer entropy; Causality detection |
| Subject (DDC): | 003: Systems |
| Further description: | 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 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | Life Sciences and Facility Management |
| Organisational Unit: | Institute of Computational Life Sciences (ICLS) |
| Appears in collections: | Publikationen Life Sciences und Facility Management |
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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.
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