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An Introduction to Transfer Entropy Information Flow in Complex Systems /

This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present informa...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bossomaier, Terry (Autor), Barnett, Lionel (Autor), Harré, Michael (Autor), Lizier, Joseph T. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Introduction
  • Statistical Preliminaries
  • Information Theory
  • Transfer Entropy
  • Information Transfer in Canonical Systems
  • Information Transfer in Financial Markets
  • Miscellaneous Applications of Transfer Entropy
  • Concluding Remarks.