A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378)
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scientific article; zbMATH DE number 7110496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures |
scientific article; zbMATH DE number 7110496 |
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A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (English)
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26 September 2019
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financial forecasting
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lead-lag relationship
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nonlinear correlation
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energy finance
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support vector machine
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Brownian partial distance correlation
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random forests
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