Granger causality detection in high-dimensional systems using feedforward neural networks
Hector Calvo-Pardo, Tullio Mancini, Jose Olmo
| Year of publication: |
2021
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|---|---|
| Authors: | Calvo Pardo, Héctor F. ; Mancini, Tullio ; Olmo, Jose |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 920-940
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| Subject: | Granger causality | Lasso penalty function | Mutual information | Neural networks | Sparsity | Neuronale Netze | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792882