collaborators

1 paper

q-fin.ST2024

Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition

Tobias Wand, Oliver Kamps, Hiroshi Iyetomi

Granger causality can uncover the cause and effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz-Hodge…