Work

Non-parametric causality detection: An application to social media and financial data

Year: 2017

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2017.04.101

Authors: Fani Tsapeli, Mirco Musolesi, Peter Tino

Institutions: University of Birmingham, The Alan Turing Institute, University College London

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Engineering and Physical Sciences Research Council

Award: Personalised Medicine through Learning in the Model Space

OpenAlex ID: W3021652541

FWCI: 2.644

Cites: 69

Cited by: 19

Related to: 10