Browsing by Keywords "Transfer entropy"

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    • Deriving pairwise transfer entropy from network structure and motifs 

      Novelli, L.; Atay, Fatihcan M.; Jost, J.; Lizier, J. T. (Royal Society Publishing, 2020)
      Transfer entropy (TE) is an established method for quantifying directed statistical dependencies in neuroimaging and complex systems datasets. The pairwise (or bivariate) TE from a source to a target node in a network does ...

    • Effective transfer entropy approach to information flow between exchange rates and stock markets 

      Sensoy, A.; Sobaci, C.; Sensoy, S.; Alali, F. (Elsevier Ltd, 2014)
      We investigate the strength and direction of information flow between exchange rates and stock prices in several emerging countries by the novel concept of effective transfer entropy (an alternative non-linear causality ...

    • Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment 

      Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia; Almeida, Dora; Sensoy, Ahmet (Elsevier, 2022-12)
      The paper examines how various COVID-19 news sentiments differentially impact the behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to investigate the relationship between the top 30 ...