Àlex Serès, Alejandra Cabaña, Argimiro Arratia. Towards a sharp estimation of transfer entropy for identifying causality in financial time series. In Ilaria Bordino, Guido Caldarelli, Fabio Fumarola, Francesco Gullo, Tiziano Squartini, editors, Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), Riva del Garda, Italy, September 19-23, 2016. Volume 1774 of CEUR Workshop Proceedings, pages 31-42, CEUR-WS.org, 2016. [doi]
Abstract is missing.