A. Publications
1. A. Papana, A. Papana-Dagiasis, E. Siggiridou. Shortcomings of transfer entropy and partial transfer entropy: Extending them to escape the curse of dimensionality, International Journal of Bifurcation and Chaos 30(16), 2050250, 2020 (https://doi.org/10.1142/S0218127420502508).
2. C. Kyrtsou, C. Mikropoulou, A. Papana. Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data, Entropy 22(10), 1139, 2020 (https://doi.org/10.3390/e22101139).
3. A. Papana. Non-Uniform Embedding Scheme and Low-Dimensional Approximation Methods for Causality Detection, Entropy 22(7), 745, 2020 (https://doi.org/10.3390/e22070745).
4. A. Papana, E. Siggiridou, D. Kugiumtzis. Detecting direct causality in multivariate time series: A comparative study, Communications in Nonlinear Science and Numerical Simulations, 99, 105797 (https://doi.org/10.1016/j.cnsns.2021.105797).
5. A. Papana. Connectivity analysis for multivariate time series: Correlation vs Causality. Entropy, 23(12), 1570 (https://doi.org/10.3390/e23121570).
6. K. Angelou, C. Kyrtsou, C. Mikropoulou and A. Papana. The imprint of skewed portfolio dynamics (submitted).
B. Participation in Conferences with oral talks
1. Participation in the 32nd Panhellenic Statistical Conference, 30 May – 1 June 2019
1.1 Title: Identifying causality based on information theory – facing the curse of dimensionality
Authors: Angeliki Papana, Elsa Siggiridou
1.2 Title: Direct Granger causality using variable selection and dimension reduction techniques
Authors: Elsa Siggiridou, Angeliki Papana
1.3. Title: Structural change detection from causality networks on multivariate time series
Author: Dimitris Kugiumtzis
2. Participation in 17th e-Summer School in Risk Finance and Stochastics, Athens University of Economics and Business, 30 June – 3 July 2020
Title: The exploitation of information as a trading characteristic: a causality-based analysis of simulated and financial data
Authors: Catherine Kyrtsou, Christina Mikropoulou, Angeliki Papana
3. Participation in ASMDA2021 Conference and Demographics Workshop, Applied Stochastic Models and Data Analysis International Conference, Athens 1-4 June 2021.
Title: Nonlinear connectivity as a driver of time-horizon heterogeneity
Authors: Catherine Kyrtsou, Christina Mikropoulou, Angeliki Papana