1 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.TR2022★ 1 cited
Pairwise and high-order dependencies in the cryptocurrency trading network
Tomas Scagliarini, Giuseppe Pappalardo, Alessio Emanuele Biondo +3
In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies…
cs.IT2022★ 1 cited
Gradients of O-information: low-order descriptors of high-order dependencies
Tomas Scagliarini, Davide Nuzzi, Yuri Antonacci +4
O-information is an information-theoretic metric that captures the overall balance between redundant and synergistic information shared by groups of three or more variables. To com…