This paper empirically investigates whether cryptocurrencies might have a useful role in
financial modelling and risk management in the energy markets. To do so, the causal …

The concepts of information transfer and causal effect have received much recent attention,
yet often the two are not appropriately distinguished and certain measures have been …

This work uses the stocks of the 197 largest companies in the world, in terms of market
capitalization, in the financial area, from 2003 to 2012. We study the causal relationships …

The nature of distributed computation in complex systems has often been described in terms
of memory, communication and processing. This thesis presents a complete information …

There is a certain relationship between the global financial markets, which creates an
interactive network of global finance. Transfer entropy, a measurement for information …

We propose a thermodynamic interpretation of transfer entropy near equilibrium, using a
specialised Boltzmann's principle. The approach relates conditional probabilities to the …

This review intends to provide an overview of the state of the art in the modeling and
implementation of automatic attentional mechanisms for socially interactive robots. Humans …

Questions of causation are foundational across science and often relate further to problems
of control, policy decisions, and forecasts. In nonlinear dynamics and complex systems …

Predicting the currency exchange rate is crucial for financial agents, risk managers, and
policymakers. Traditional approaches use publicly announced news on macroeconomic and …

Stock indices are key indicators of the economy since they indicate the strength of a
country's stock market. For this reason, causality, information flow and co-movement …