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causality and behavior of a system in a common object-oriented analysis model, surety analysts can make the assumptions that …
Persistent link: https://www.econbiz.de/10009436205
nodes representing random variables and directed edges indicating causality between variables. Each node has a probability …
Persistent link: https://www.econbiz.de/10009436882
Predicting human behavior from a small amount of training examples is a challenging machine learning problem. In this thesis, we introduce the principle of maximum causal entropy, a general technique for applying information theory to decision-theoretic, game-theoretic, and control settings...
Persistent link: https://www.econbiz.de/10009441102
The spread of capital markets during the half century to-date is a notable global phenomenon in economic development. Derivative markets spread globally in the last quarter century spreading form just two to some 50 in 2007. But the role of derivative markets to economic development has yet been...
Persistent link: https://www.econbiz.de/10009441773
different countries within the Asian region using the Granger causality. The empirical evidence, in this paper, does not find …
Persistent link: https://www.econbiz.de/10009441798
properties of the series and error-correction terms were considered to test for the direction of Granger causality ….The short-run analysis, provide support for causality running from CO2 emissions growth to output growth, both in the short …-run.In addition, the results show strong evidence of causality running from output growth to energy consumption in the short-run and …
Persistent link: https://www.econbiz.de/10009444799
In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...
Persistent link: https://www.econbiz.de/10009445191
. --------------------------------------------This study analyzes the causality (precedence) between the prices of the cocoa producers in the State of Pará and the State … of Bahia and the international cocoa as quoted in the New York Exchange Market (CSCE), through the Granger causality test … results showed that exist causality between the counties analyzed and the New York Exchange Market (CSCE), with certain …
Persistent link: https://www.econbiz.de/10009446742
, besides observing his causality and direction. For so much, they were made the estacionariedade tests, Granger causality and …
Persistent link: https://www.econbiz.de/10009446984
of co-integration and causality between state and market prices across cities. These findings suggest that, despite …
Persistent link: https://www.econbiz.de/10009477244