Structure of a Global Network of Financial Companies Based on Transfer Entropy

An Entropy Measure of Non-Stationary Processes

(2014) Ling Liu et al.   Entropy

Information Theory Analysis of Cascading Process in a Synthetic Model of Fluid Turbulence

(2014) Massimo Materassi et al.   Entropy

To lag or not to lag? How to compare indices of stock markets that operate on different times

(2014) Leonidas Sandoval   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

On Thermodynamic Interpretation of Transfer Entropy

(2013) Mikhail Prokopenko et al.   Entropy

The Liang-Kleeman Information Flow: Theory and Applications

(2013) X. Liang   Entropy

Compensated Transfer Entropy as a Tool for Reliably Estimating Information Transfer in Physiological Time Series

(2013) Luca Faes et al.   Entropy

Moving Frames of Reference, Relativity and Invariance in Transfer Entropy and Information Dynamics

(2013) Joseph Lizier et al.   Entropy

Transfer Entropy for Coupled Autoregressive Processes

(2013) Daniel Hahs et al.   Entropy

Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis

(2013) Jianping Li et al.   Entropy

Linearized Transfer Entropy for Continuous Second Order Systems

(2013) Jonathan Nichols et al.   Entropy

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

(2013) Hamed Amini et al.   MATHEMATICAL FINANCE

Directed clustering coefficient as a measure of systemic risk in complex banking networks

(2013) Benjamin M. Tabak et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Entropy-Based Analysis and Bioinformatics-Inspired Integration of Global Economic Information Transfer

(2013) Jinkyu Kim et al.   PLoS One

Credit Default Swaps Drawup Networks: Too Interconnected to Be Stable?

(2013) Rahul Kaushik et al.   PLoS One

The Relation between Granger Causality and Directed Information Theory: A Review

(2012) Pierre-Olivier Amblard et al.   Entropy

Rényi’s information transfer between financial time series

(2012) Petr Jizba et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Transfer Entropy as a Log-Likelihood Ratio

(2012) Lionel Barnett et al.   PHYSICAL REVIEW LETTERS

DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk

(2012) Stefano Battiston et al.   Scientific Reports

Model-Free Reconstruction of Excitatory Neuronal Connectivity from Calcium Imaging Signals

(2012) Olav Stetter et al.   PLoS Computational Biology

Information Capacity and Transmission Are Maximized in Balanced Cortical Networks with Neuronal Avalanches

(2011) W. L. Shew et al.   JOURNAL OF NEUROSCIENCE

Reducing the bias of causality measures

(2011) A. Papana et al.   PHYSICAL REVIEW E

Impact of the Topology of Global Macroeconomic Network on the Spreading of Economic Crises

(2011) Kyu-Min Lee et al.   PLoS One

Differentiating information transfer and causal effect

(2010) J. T. Lizier et al.   EUROPEAN PHYSICAL JOURNAL B

Transfer entropy—a model-free measure of effective connectivity for the neurosciences

(2010) Raul Vicente et al.   JOURNAL OF COMPUTATIONAL NEUROSCIENCE

Contagion in financial networks

(2010) P. Gai et al.   PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

ECONOMIC NETWORKS: WHAT DO WE KNOW AND WHAT DO WE NEED TO KNOW?

(2009) FRANK SCHWEITZER et al.   ADVANCES IN COMPLEX SYSTEMS

Systemic risk in a unifying framework for cascading processes on networks

(2009) J. Lorenz et al.   EUROPEAN PHYSICAL JOURNAL B

Information flow between stock indices

(2008) O. Kwon et al.   EPL

Information flow between composite stock index and individual stocks

(2008) Okyu Kwon et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Local information transfer as a spatiotemporal filter for complex systems

(2008) Joseph T. Lizier et al.   PHYSICAL REVIEW E