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   Articles with "transfer entropy" as a keyword



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Investment Index Construction from Information Propagation Based on Transfer Entropy

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recommendations! Published in 2018 at "Computational Economics"

DOI: 10.1007/s10614-016-9618-8

Abstract: In recent years, the number of individual investors continues to increase in financial markets. However, the large information gap between individual and institutional investors unduly impairs individual investors, which may negatively influence the market. In… read more here.

Keywords: transfer entropy; investment; investment index;
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Analyzing volatility transmission using group transfer entropy

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recommendations! Published in 2018 at "Energy Economics"

DOI: 10.1016/j.eneco.2018.08.008

Abstract: We analyze the transmission of volatility between the oil, stock, gold, and currency markets using transfer entropy. Our approach, which we denote by group transfer entropy, measures the overall sensitivity of a process to lagged… read more here.

Keywords: transfer entropy; group transfer; volatility; transmission ... See more keywords
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Heat transfer and entropy generation analysis of three-dimensional nanofluids flow in a cylindrical annulus filled with porous media

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recommendations! Published in 2021 at "International Communications in Heat and Mass Transfer"

DOI: 10.1016/j.icheatmasstransfer.2021.105240

Abstract: Abstract Laminar natural-convection flow and entropy production within a vertical porous annulus filled with nanofluids are examined. The vertical walls of the external and internal cylinders are maintained at different temperatures TH and TC (TH > TC),… read more here.

Keywords: annulus filled; transfer entropy; heat; entropy ... See more keywords
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Time series analysis of the Antarctic Circumpolar Wave via symbolic transfer entropy

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recommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2017.12.019

Abstract: Abstract An attempt to interpret a large-scale climate phenomenon in the Southern Ocean (SO), the Antarctic Circumpolar Wave (ACW), has been made using an information entropy method, symbolic transfer entropy (STE). Over the areas of… read more here.

Keywords: circumpolar wave; symbolic transfer; entropy; transfer entropy ... See more keywords
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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
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Novel Causal Network Modeling Method Integrating Process Knowledge with Modified Transfer Entropy: A Case Study of Complex Chemical Processes

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recommendations! Published in 2017 at "Industrial & Engineering Chemistry Research"

DOI: 10.1021/acs.iecr.7b02700

Abstract: With the increasing development of modern industries, ensuring the safety and reliability of production processes becomes a more and more urgent task. Alarm root cause analysis plays a very significant role in preventing faults of… read more here.

Keywords: causal network; method; transfer entropy; process knowledge ... See more keywords
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Evaluation of cardiovascular and cerebrovascular control mechanisms in postural orthostatic tachycardia syndrome via conditional transfer entropy: the impact of the respiratory signal type.

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recommendations! Published in 2023 at "Physiological measurement"

DOI: 10.1088/1361-6579/acdb47

Abstract: OBJECTIVE Closed loop cardiovascular (CV) and cerebrovascular (CBV) variability interactions are assessed via transfer entropy (TE) from systolic arterial pressure (SAP) to heart period (HP) and vice versa and from mean arterial pressure (MAP) to… read more here.

Keywords: syndrome; transfer entropy; postural orthostatic; cardiovascular cerebrovascular ... See more keywords
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Effective brain connectivity for fNIRS data analysis based on multi-delays symbolic phase transfer entropy.

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recommendations! Published in 2020 at "Journal of neural engineering"

DOI: 10.1088/1741-2552/abb4a4

Abstract: OBJECTIVE Recently, effective connectivity (EC) calculation methods for functional near-infrared spectroscopy (fNIRS) data mainly face two problems: the first problem is that noise can seriously affect the EC calculation and even lead to false connectivity;… read more here.

Keywords: phase transfer; connectivity; transfer entropy; symbolic phase ... See more keywords
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Transfer entropy rate through Lempel-Ziv complexity.

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recommendations! Published in 2020 at "Physical review. E"

DOI: 10.1103/physreve.101.052117

Abstract: The transfer entropy and the transfer entropy rate are closely related concepts that measure information exchange between two dynamical systems. These measures allow us to study linear and nonlinear causality relations and can be estimated… read more here.

Keywords: entropy rate; transfer entropy; methodology;
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Relationship between Schreiber's transfer entropy and Liang-Kleeman information flow from the perspective of stochastic thermodynamics.

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recommendations! Published in 2022 at "Physical review. E"

DOI: 10.1103/physreve.105.044130

Abstract: Schreiber's transfer entropy is an important index for investigating the causal relationship between random variables. The Liang-Kleeman information flow is another analysis to demonstrate the causality within dynamical systems. Horowitz's information flow is introduced through… read more here.

Keywords: information; transfer entropy; information flow; thermodynamics ... See more keywords
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Study on Delay Propagation Relations Among Airports Based on Transfer Entropy

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recommendations! Published in 2020 at "IEEE Access"

DOI: 10.1109/access.2020.2996301

Abstract: To understand the mechanism of delay propagation from the perspective of multiple airports, constructing delay propagation relation (DPR) networks among airports is a novel analysis method. The latest method is to use transfer entropy to… read more here.

Keywords: among airports; transfer entropy; delay propagation; delay ... See more keywords