Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model
Fig 11
Distribution of correlations between factors.
(a) Correlations between predictor factors determined by considering the entire sample period. (b) Correlations between response factors determined by considering the entire sample period. (c) Correlations between predictor factors determined by considering all the subsample components. (d) Correlations between response factors determined by considering all the subsample components. In all cases, settings α = 0.01 and λ = 0.01 have been used.