154 citations · 480 across the 11 of their papers we have counts for
Showing 2018Show all
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q-fin.ST2018
Nonlinearity in stock networks
David Hartman, Jaroslav Hlinka
Stock networks, constructed from stock price time series, are a well-established tool for the characterization of complex behavior in stock markets. Following Mantegna's seminal pa…
physics.data-an2018★ 10 cited
Causal network discovery by iterative conditioning: comparison of algorithms
Jakub Kořenek, Jaroslav Hlinka
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the ca…