MIDER: Network Inference with Mutual Information Distance and Entropy Reduction
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DOI: 10.1371/journal.pone.0096732
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Cited by:
- Charu Sharma & Amber Habib, 2019. "Uncovering networks amongst stocks returns by studying nonlinear interactions in high frequency data of the Indian Stock Market using mutual information," Papers 1903.03407, arXiv.org.
- Xue Guo & Hu Zhang & Tianhai Tian, 2018. "Development of stock correlation networks using mutual information and financial big data," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-16, April.
- Kannan Venkateshan & Tegner Jesper, 2016. "Adaptive input data transformation for improved network reconstruction with information theoretic algorithms," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(6), pages 507-520, December.
- Charu Sharma & Amber Habib, 2019. "Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study," PLOS ONE, Public Library of Science, vol. 14(8), pages 1-19, August.
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