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   Articles with "application cryptocurrencies" as a keyword



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Group transfer entropy with an application to cryptocurrencies

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recommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2018.10.048

Abstract: Abstract The detection of informational leadership is a core issue in financial market microstructure. We use effective group transfer entropy (EGTE) as a measure for the predictability of a stochastic process using lagged observations on… read more here.

Keywords: group transfer; finance; transfer entropy; application cryptocurrencies ... See more keywords