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Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series.
The monitoring and modelling of the evolution of urban areas is increasingly attracting the attention of land managers and administration. New data, tools and methods are being developed and made av...
This paper explores the biased perceptions that people hold of their own ethicality. We argue that the temporal trichotomy of prediction, action and evaluation is central to these misperceptions: Peop...
We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily co...
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index c...
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes co...
Using tests of time deformation and time reversibility, this paper provides further statistical evidence on the univariate time series properties of UK regional house prices, and on the potentially no...

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