Имитационное моделирование вещественно-энергетических процессов в сложных системах удобно проводить с помощью динамических ориентированных графов (орграфов),...

Relying on conditional entropy and on the notion of information transfer, we investigate price relationships in the most important commodity futures market: the American crude oil market. We first show that the information shared by futures contracts with different delivery dates increases...

This article revisits the long-standing issue of the determinants of health outcomes. We make two contributions to the literature. First, we use a large and comprehensive US county level health data set that has only recently become available. This data set includes five measures of health...

This paper uncovers the relationship between stock markets and exchange ratesin seven countries by employing stable aggregate currency (SAC) for the period of 1973-2004. Ordinary Least Squares (OLS) regression, time series methods, and directedacyclic graphs are applied to the daily data on...

This paper implements an emerging data-driven method of directed acyclic graphs to study the contemporaneous causal structure among the federal funds rate and U.S. Treasury bond yields of various maturities. Using high frequency daily data from 1994 to 2009, we find that innovations in the...

This paper investigates the closed weighted directed Euler trail using sign incidence matrix and siphon-trap matrix of Petri net (PN) model of weighted directed graph. We obtain all set of places those are siphon as well as trap using the siphon-trap and bounded-ness property of PN, by operating...

In this paper we study a local version of the Minority Game where agents are placed on the nodes of a directed graph. Agents care about beingin the minority of the group of agents they are currently linked to and employ myopic best-reply rules to choose their next-period state. We show that, in...

The paper considers the use of directed acyclic graphs (DAGs), and their construction from observational data with PC-algorithm TETRAD II, in providing over-identifying restrictions on the innovations from a vector autoregression. Results from Sims’ 1986 model of the US economy are replicated...

This research explored the causal relationships among strategies, corporate structure, and performance of the largest U.S. non-financial firms using Directed Acyclic Graphs (DAGs). Corporate strategies and structure have been analyzed as major variables to influence corporate performance in...