A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Germán G. Creamer and Chihoon Lee
| Year of publication: |
2019
|
|---|---|
| Authors: | Creamer Guillén, Germán ; Lee, Chihoon |
| Subject: | Brownian partial distance correlation | Energy finance | Financial forecasting | Lead-lag relationship | Nonlinear correlation | Random forests | Support vector machine | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Kausalanalyse | Causality analysis | Mustererkennung | Pattern recognition | Nichtlineare Regression | Nonlinear regression | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1622300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194804