4 citations · 9 across the 6 of their papers we have counts for
6 papers
Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models
Marcell T. Kurbucz, Betsabé Pérez Garrido, Antal Jakovác
This paper introduces the Eigenvalue-Based Randomness (EBR) test - a novel approach rooted in the Tracy-Widom law from random matrix theory - and applies it to the context of resid…
Unified Causality Analysis Based on the Degrees of Freedom
András Telcs, Marcell T. Kurbucz, Antal Jakovác
Temporally evolving systems are typically modeled by dynamic equations. A key challenge in accurate modeling is understanding the causal relationships between subsystems, as well a…
LLT: An R package for Linear Law-based Feature Space Transformation
Marcell T. Kurbucz, Péter Pósfay, Antal Jakovác
The goal of the linear law-based feature space transformation (LLT) algorithm is to assist with the classification of univariate and multivariate time series. The presented R packa…
Predicting the Price Movement of Cryptocurrencies Using Linear Law-based Transformation
Marcell T. Kurbucz, Péter Pósfay, Antal Jakovác
The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement predictio…
Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices
Marcell T. Kurbucz, Péter Pósfay, Antal Jakovác
The goals of this paper are twofold: (1) to present a new method that is able to find linear laws governing the time evolution of Markov chains and (2) to apply this method for ano…
The effect of quantum fluctuations in compact star observables
Péter Pósfay, Gergely Gábor Barnaföldi, Antal Jakovác
Astrophysical measurements regarding compact stars are just ahead of a big evolution jump, since the NICER experiment deployed on ISS on 14 June 2017. This will soon provide data t…