Granger causality detection in high-dimensional systems using feedforward neural networks
Hector Calvo-Pardo, Tullio Mancini, José Olmo
Topics & Concepts
Granger causalityAutoregressive modelArtificial neural networkCausality (physics)Feedforward neural networkComputer scienceMultivariate statisticsIdentification (biology)Function (biology)Feed forwardEconometricsArtificial intelligenceMathematicsMachine learningEngineeringPhysicsBiologyBotanyQuantum mechanicsEvolutionary biologyControl engineeringNeural Networks and ApplicationsFault Detection and Control SystemsMarket Dynamics and Volatility