81 citations · 139 across the 7 of their papers we have counts for
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q-fin.ST2023
Linear and nonlinear causality in financial markets
Haochun Ma, Davide Prosperino, Alexander Haluszczynski +1
Identifying and quantifying co-dependence between financial instruments is a key challenge for researchers and practitioners in the financial industry. Linear measures such as the…
cs.LG2023
Controlling dynamical systems to complex target states using machine learning: next-generation vs. classical reservoir computing
Alexander Haluszczynski, Daniel Köglmayr, Christoph Räth
Controlling nonlinear dynamical systems using machine learning allows to not only drive systems into simple behavior like periodicity but also to more complex arbitrary dynamics. F…