Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach

Analyzing Directed Acyclic Graph Recombination

This work studies the edge-based representation of directed acyclic graphs, as well as the properties of recombination operators working on it. It is shown that this representation is not separable, and the structure of the basic information units that must be processed in order to maintain feasibility of the solutions is described. As an experimental analysis indicates, a recombination operato...

Explaining Regime Change : a Directed Acyclic Graph

ELICITING A DIRECTED ACYCLIC GRAPH FOR A MULTIVARIATE TIME SERIES OF VEHICLE COUNTS IN A TRAFFIC NETWORK Running heading: ELICITING A DIRECTED ACYCLIC GRAPH

The problem of modelling multivariate time series of vehicle counts in traffic networks is considered. It is proposed to use a model called the linear multiregression dynamic model (LMDM). The LMDM is a multivariate Bayesian dynamic model which uses any conditional independence and causal structure across the time series to break down the complex multivariate model into simpler univariate dynam...

Causality and Price Discovery: An Application of Directed Acyclic Graphs

Directed Acyclic Graphs (DAG's) and Error Correction Models (ECM's) are employed to analyze questions of price discovery between spatially separated commodity markets and the transportation market linking them together. Results from our analysis suggest these markets are highly interconnected but it is the inland commodity market that is strongly influenced by both the transportation and commod...

Implementation of directed acyclic word graph

An effective implementation of a Directed Acyclic Word Graph (DAWG) automaton is shown. A DAWG for a text T is a minimal automaton that accepts all substrings of a text T, so it represents a complete index of the text. While all usual implementations of DAWG needed about 30 times larger storage space than was the size of the text, here we show an implementation that decreases this requirement d...