Anna Zaremba

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

192

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Statistical Causality for Multivariate Non-Linear Time Series via Gaussian Processes

Number of pages: 36 Posted: 18 Jun 2020
Anna Zaremba and Gareth Peters
affiliation not provided to SSRN and University of California Santa Barbara
Downloads 124 (435,838)

Abstract:

Loading...

statistical causality, Granger causality, Generalised Likelihood Ratio Test, nested models, ARD kernel

2.

On-chain analytics for sentiment-driven statistical causality in cryptocurrencies: Supplementary appendix

Number of pages: 183 Posted: 06 Apr 2021 Last Revised: 24 Nov 2021
Centre National de la Recherche Scientifique, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 68 (640,815)

Abstract:

Loading...

Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

3.

On-chain Analytics for Sentiment-driven Statistical Causality in Cryptocurrencies

Posted: 11 Feb 2021 Last Revised: 22 Nov 2021
Centre National de la Recherche Scientifique, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science

Abstract:

Loading...

Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing