Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model

• Andrés García-Medina ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: andres.garcia@cimat.mx

  Affiliations Consejo Nacional de Ciencia y Tecnología, Av. Insurgentes Sur 1582, Col. Crédito Constructor 03940, Ciudad de México, México, Unidad Monterrey, Centro de Investigación en Matemáticas, A.C. Av. Alianza Centro 502, PIIT 66628, Apodaca, Nuevo Leon, Mexico

  http://orcid.org/0000-0002-2198-880X

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• Graciela González Farías

  Roles Funding acquisition, Project administration, Writing – review & editing

  Affiliation Probability and Statistics, Centro de Investigación en Matemáticas, A.C. Jalisco S/N, Col. Valenciana 36240, Guanajuato, Mexico

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