Information Theoretic Causality Detection between Financial and Sentiment Data.
Roberta ScaramozzinoPaola CerchielloTomaso AstePublished in: Entropy (2021)
Keyphrases
- information theoretic
- information theory
- statistical methods
- prior knowledge
- probability distribution
- data points
- mutual information
- statistical analysis
- theoretic framework
- relative entropy
- information theoretic measures
- training data
- graphical models
- maximum likelihood
- minimum description length
- jensen shannon divergence