The Experts below are selected from a list of 45828 Experts worldwide ranked by ideXlab platform
Stelios Bekiros - One of the best experts on this subject based on the ideXlab platform.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
European Journal of Operational Research, 2017Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects while incorporating agent expectations.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
MPRA Paper, 2016Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects whilst incorporating agent expectations.
Gazi Salah Uddin - One of the best experts on this subject based on the ideXlab platform.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
European Journal of Operational Research, 2017Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects while incorporating agent expectations.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
MPRA Paper, 2016Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects whilst incorporating agent expectations.
Sami W Rifai - One of the best experts on this subject based on the ideXlab platform.
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adding the Temporal Dimension to spatial patterns of payment for ecosystem services enrollment
Ecosystem services, 2019Co-Authors: Mauricio M Nunezregueiro, Robert J Fletcher, Elizabeth F Pienaar, Lyn C Branch, Jose N Volante, Sami W RifaiAbstract:Abstract Payments for Ecosystem Services (PES) programs are increasingly emphasized to address challenges of conserving forests. However, concerns remain regarding the ability of PES programs to ensure long-term conservation of threatened lands. Evaluation of large-scale PES programs, including the spatial and Temporal patterns of enrollment, is scarce, especially for programs that aim to protect forest from severe threats such as expansion of industrial agriculture. Using information on PES enrollment across 252,319 km2 in the Argentine Chaco, we examined both the duration for which lands are enrolled in PES and their suitability for agriculture. Specifically, we examined whether the PES program has resulted in adverse selection not only in space but also in time. We built spatially explicit generalized linear models using information on participants’ length of contract and the potential of their land for agricultural use. We found the PES program enrolled land in areas with high agricultural potential, but enrollment of these lands occurred for shorter time periods than lands with lower levels of threat from deforestation. Consequently, adverse selection occurred over time but not in space. Our work demonstrates the importance of evaluating both Temporal and spatial Dimensions of adverse selection in PES for informing policy.
Leonidas Sandoval - One of the best experts on this subject based on the ideXlab platform.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
European Journal of Operational Research, 2017Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects while incorporating agent expectations.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
MPRA Paper, 2016Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects whilst incorporating agent expectations.
Duc Khuong Nguyen - One of the best experts on this subject based on the ideXlab platform.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
European Journal of Operational Research, 2017Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects while incorporating agent expectations.
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information diffusion cluster formation and entropy based network dynamics in equity and commodity markets
MPRA Paper, 2016Co-Authors: Stelios Bekiros, Duc Khuong Nguyen, Leonidas Sandoval, Gazi Salah UddinAbstract:This paper investigates the dynamic causal linkages among U.S. equity and commodity futures markets via the utilization of complex network theory. We make use of rolling estimations of extended matrices and time-varying network topologies to reveal the Temporal Dimension of correlation and entropy relationships. A simulation analysis using randomized time series is also implemented to assess the impact of de-noising on the data dependence structure. We mainly show evidence of emphasized disparity of correlation and entropy-based centrality measurements for all markets between pre- and post-crisis periods. Our results enable the robust mapping of network influences and contagion effects whilst incorporating agent expectations.
