{"id":"https://openalex.org/W4400783468","doi":"https://doi.org/10.1007/s41109-024-00648-w","title":"Rank is all you need: development and analysis of robust causal networks","display_name":"Rank is all you need: development and analysis of robust causal networks","publication_year":2024,"publication_date":"2024-07-18","ids":{"openalex":"https://openalex.org/W4400783468","doi":"https://doi.org/10.1007/s41109-024-00648-w"},"language":"en","primary_location":{"id":"doi:10.1007/s41109-024-00648-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41109-024-00648-w","pdf_url":"https://appliednetsci.springeropen.com/counter/pdf/10.1007/s41109-024-00648-w","source":{"id":"https://openalex.org/S3035517252","display_name":"Applied Network Science","issn_l":"2364-8228","issn":["2364-8228"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Network Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://appliednetsci.springeropen.com/counter/pdf/10.1007/s41109-024-00648-w","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005459522","display_name":"C. Allin Cornell","orcid":"https://orcid.org/0000-0002-1698-429X"},"institutions":[{"id":"https://openalex.org/I5681781","display_name":"The University of Adelaide","ror":"https://ror.org/00892tw58","country_code":"AU","type":"education","lineage":["https://openalex.org/I5681781"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Cameron Cornell","raw_affiliation_strings":["The University of Adelaide, Adelaide, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Adelaide, Adelaide, Australia","institution_ids":["https://openalex.org/I5681781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055805371","display_name":"Lewis Mitchell","orcid":"https://orcid.org/0000-0001-8191-1997"},"institutions":[{"id":"https://openalex.org/I5681781","display_name":"The University of Adelaide","ror":"https://ror.org/00892tw58","country_code":"AU","type":"education","lineage":["https://openalex.org/I5681781"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Lewis Mitchell","raw_affiliation_strings":["The University of Adelaide, Adelaide, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Adelaide, Adelaide, Australia","institution_ids":["https://openalex.org/I5681781"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016001264","display_name":"Matthew Roughan","orcid":"https://orcid.org/0000-0002-7882-7329"},"institutions":[{"id":"https://openalex.org/I5681781","display_name":"The University of Adelaide","ror":"https://ror.org/00892tw58","country_code":"AU","type":"education","lineage":["https://openalex.org/I5681781"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Matthew Roughan","raw_affiliation_strings":["The University of Adelaide, Adelaide, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Adelaide, Adelaide, Australia","institution_ids":["https://openalex.org/I5681781"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5005459522"],"corresponding_institution_ids":["https://openalex.org/I5681781"],"apc_list":{"value":1390,"currency":"USD","value_usd":1390},"apc_paid":{"value":1390,"currency":"USD","value_usd":1390},"fwci":1.3695,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.87651166,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"9","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.7653236985206604},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7102614045143127},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5800178050994873},{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.548515260219574},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5451620221138},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.5431832075119019},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"Vector autoregression","score":0.5418236255645752},{"id":"https://openalex.org/keywords/volatility-clustering","display_name":"Volatility clustering","score":0.48111194372177124},{"id":"https://openalex.org/keywords/network-analysis","display_name":"Network analysis","score":0.4551905691623688},{"id":"https://openalex.org/keywords/causal-inference","display_name":"Causal inference","score":0.4543825387954712},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.41823437809944153},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3557528257369995},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.23228156566619873},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22388440370559692},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.15974855422973633}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.7653236985206604},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7102614045143127},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5800178050994873},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.548515260219574},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5451620221138},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5431832075119019},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.5418236255645752},{"id":"https://openalex.org/C2776142675","wikidata":"https://www.wikidata.org/wiki/Q7939999","display_name":"Volatility clustering","level":4,"score":0.48111194372177124},{"id":"https://openalex.org/C32946077","wikidata":"https://www.wikidata.org/wiki/Q618079","display_name":"Network analysis","level":2,"score":0.4551905691623688},{"id":"https://openalex.org/C158600405","wikidata":"https://www.wikidata.org/wiki/Q5054566","display_name":"Causal inference","level":2,"score":0.4543825387954712},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.41823437809944153},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3557528257369995},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.23228156566619873},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22388440370559692},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.15974855422973633},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s41109-024-00648-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41109-024-00648-w","pdf_url":"https://appliednetsci.springeropen.com/counter/pdf/10.1007/s41109-024-00648-w","source":{"id":"https://openalex.org/S3035517252","display_name":"Applied Network Science","issn_l":"2364-8228","issn":["2364-8228"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Network Science","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:59b7adacdb1b48b9a8886257ecb9550f","is_oa":true,"landing_page_url":"https://doaj.org/article/59b7adacdb1b48b9a8886257ecb9550f","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Applied Network Science, Vol 9, Iss 1, Pp 1-27 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s41109-024-00648-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41109-024-00648-w","pdf_url":"https://appliednetsci.springeropen.com/counter/pdf/10.1007/s41109-024-00648-w","source":{"id":"https://openalex.org/S3035517252","display_name":"Applied Network Science","issn_l":"2364-8228","issn":["2364-8228"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Network Science","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4400783468.pdf"},"referenced_works_count":38,"referenced_works":["https://openalex.org/W840728930","https://openalex.org/W1511796008","https://openalex.org/W1607114662","https://openalex.org/W1964040105","https://openalex.org/W1967851656","https://openalex.org/W1973179437","https://openalex.org/W2019459021","https://openalex.org/W2042147672","https://openalex.org/W2047940964","https://openalex.org/W2060038721","https://openalex.org/W2065194732","https://openalex.org/W2067184061","https://openalex.org/W2072010802","https://openalex.org/W2080925589","https://openalex.org/W2083474373","https://openalex.org/W2094155635","https://openalex.org/W2157996961","https://openalex.org/W2178225550","https://openalex.org/W2261558790","https://openalex.org/W2328039246","https://openalex.org/W2890558190","https://openalex.org/W2891653110","https://openalex.org/W2903501216","https://openalex.org/W2919845116","https://openalex.org/W2947626232","https://openalex.org/W2962905570","https://openalex.org/W2974453635","https://openalex.org/W2974720876","https://openalex.org/W3039211678","https://openalex.org/W3121573968","https://openalex.org/W3148870508","https://openalex.org/W4234722734","https://openalex.org/W4238452917","https://openalex.org/W4288061437","https://openalex.org/W4289444015","https://openalex.org/W4293066164","https://openalex.org/W4361804332","https://openalex.org/W4389093057"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W2915579847","https://openalex.org/W3110645133","https://openalex.org/W4321377877","https://openalex.org/W4376166824"],"abstract_inverted_index":{"Abstract":[0],"Financial":[1],"networks":[2,23,65,84,176],"can":[3],"be":[4],"constructed":[5],"to":[6,18,37,105,134,158,165,181,198],"model":[7],"the":[8,32,61,78,117,166,194,205],"intertemporal":[9],"price":[10,52],"dependencies":[11],"within":[12],"an":[13,93],"asset":[14],"market,":[15],"giving":[16],"rise":[17],"a":[19,123,135],"causal":[20,189,206],"network.":[21],"These":[22],"are":[24,109],"traditionally":[25],"inferred":[26],"through":[27,122],"multivariate":[28],"predictive":[29],"modelling.":[30],"However,":[31],"application":[33],"of":[34,45,64,81,96,120,137,196,208],"these":[35,72],"techniques":[36],"financial":[38],"data":[39],"is":[40],"highly":[41],"challenged.":[42],"The":[43],"interplay":[44],"social":[46],"and":[47,153,188,200],"economic":[48],"factors":[49],"produces":[50],"unstable":[51],"behaviour":[53],"that":[54,108,128,170],"violates":[55],"most":[56],"conventional":[57],"modelling":[58],"assumptions,":[59],"limiting":[60],"informational":[62],"content":[63],"derived":[66],"from":[67],"standard":[68,112],"inference":[69],"tools.":[70],"Despite":[71],"limitations,":[73],"it":[74],"remains":[75],"unclear":[76],"whether":[77],"improved":[79],"accuracy":[80,119],"robustly":[82],"estimated":[83],"translates":[85],"into":[86],"qualitatively":[87],"unique":[88,202],"insight.":[89],"This":[90],"study":[91,125],"provides":[92],"extended":[94],"analysis":[95],"our":[97,140,163],"recently":[98],"introduced":[99],"Rank-Vector-Autoregression":[100],"model,":[101],"demonstrating":[102],"its":[103],"capacity":[104],"identify":[106,199],"properties":[107,203],"undetected":[110],"with":[111,148,184],"methodology.":[113],"We":[114],"initially":[115],"validate":[116],"superior":[118],"Rank-VAR":[121,197],"simulation":[124],"on":[126],"processes":[127],"contain":[129],"adversarial":[130],"abnormalities.":[131],"When":[132],"applied":[133],"dataset":[136],"261":[138],"cryptocurrencies,":[139],"rank":[141],"network":[142],"uniquely":[143],"displays":[144],"capitalisation-dependent":[145],"hierarchical":[146],"ordering,":[147],"outgoing":[149],"influence":[150,155],"being":[151],"positively,":[152],"incoming":[154],"negatively":[156],"correlated":[157],"total":[159],"coin":[160],"valuation.":[161],"Applying":[162],"method":[164],"squared":[167],"deviations":[168],"verifies":[169],"even":[171],"under":[172],"robust":[173],"estimation,":[174],"volatility":[175],"display":[177],"fundamentally":[178],"differing":[179],"dynamics":[180],"raw":[182],"returns,":[183],"more":[185],"connections,":[186],"clustering,":[187],"cycles.":[190],"Our":[191],"results":[192],"demonstrate":[193],"use":[195],"verify":[201],"in":[204],"structures":[207],"cryptocurrency":[209],"markets.":[210]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}