- Titel:
Analysis of Large Market Data Using Neural Networks: A Causal Approach
- Dokumenttyp:
- Zeitschriftenaufsatz
- Autor(en):
- Divernois, Marc-Aurèle; Etesami, Jalal; Filipovic, Damir; Kiyavash, Negar
- Stichworte:
- Time series analysis; Information theory; Predictive models; Feature extraction; Recurrent neural networks; Directed information; Granger causality; recurrent neural network
- Zeitschriftentitel:
- IEEE Journal on Selected Areas in Information Theory
- Jahr:
- 2023
- Band / Volume:
- 4
- Seitenangaben Beitrag:
- 833-847
- Volltext / DOI:
- doi:10.1109/JSAIT.2024.3351549
BibTeX