Paper Info
Title
Financial Data Analysis Using The Informational Energy Unilateral Dependency Measure
Abstract
Our research area is the unilateral dependency (UD) analysis of non-linear relationships within pairs of simultaneous data. The application is in financial analysis, using the data reported by Kodak and Apple for the period of 1999-2014. We compute and analyze the UD between Kodak's and Apple's financial time series in order to understand how they influence each other over their company assets and liabilities. We also analyze within each of the two companies the UD between assets and liabilities. Our formal approach is based on the informational energy UD measure derived by us in previous work. This measure is estimated here from available sample data, using a non-parametric asymptotically unbiased and consistent kNN estimator.
Year
Venue
Field
2015
2015 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN)
Econometrics,Computer science,Financial analysis,Finance,Estimator
DocType
ISSN
Citations 
Conference
2161-4393
0
PageRank 
References 
Authors
0.34
6
3
Name
Order
Citations
PageRank
Angel Cataron1123.31
Razvan Andonie211717.71
Yvonne Chueh331.53