Documents related to my Master's thesis @IISc.
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Updated
Jan 2, 2018
Documents related to my Master's thesis @IISc.
Model to find out Granger causality in the given data
MATLAB module for assessing the causal links between time series
Is there a relationship between popularity of a given technology on Stack Overflow (SO) and Hacker News (HN)? And a few words about causality
Source code for the publications on "a non-linear Granger-causality framework to investigate climate–vegetation dynamics", by Papagiannopoulou et al., GMD & ERL 2017
dataset for Detecting and Explaining Causes From Text For a Time Series Event, EMNLP'17
Statistical Recurrent Unit based time series generative models for detecting nonlinear Granger causality
Analysis scripts and randomly generated data for Suicide and Life-Threatening Behavior paper: 'Identifying person-specific coping responses to suicidal urges: A case series analysis and illustration of the idiographic method'
Forecasting with VAR
Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan
This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.
Time series analyses of stock market and consumer confidence indices
Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry
Simulations of different functional connectivity measures.
Extracting features from the tweets and the financial data and correlating them and inferring fruitful conclusions about the future prices.
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