A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892): Difference between revisions

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scientific article; zbMATH DE number 7326597

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English	A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy	scientific article; zbMATH DE number 7326597

Statements

instance of

scholarly article

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title

A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (English)

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zbMATH Open document ID

1460.91263

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DOI

10.1007/978-981-15-8373-5_10

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Financial Mathematics and Fintech

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publication date

22 March 2021

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Mathematics Subject Classification ID

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financial markets

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complexity quantification

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composite multiscale entropy

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multivariate multiscale entropy

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-981-15-8373-5_10

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OpenAlex ID

W3128405681

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cites work

Theory of Financial Risk and Derivative Pricing

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Understanding the cubic and half-cubic laws of financial fluctuations

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Financial power laws: empirical evidence, models, and mechanisms

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Long-Term Memory in Stock Market Prices

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Introduction to Econophysics

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STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS

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Quantifying complexity of financial short-term time series by composite multiscale entropy measure

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Analysis of temperature time-series: embedding dynamics into the MDS method

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Q4346204

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Multiscale entropy analysis of human gait dynamics

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Bearing fault diagnosis based on multiscale permutation entropy and support vector machine

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Time series analysis using composite multiscale entropy

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The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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NONLINEAR TIME SEQUENCE ANALYSIS

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Multivariate multiscale entropy of financial markets

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Dynamics from multivariate time series

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Sitelinks

Mathematics(1 entry)

mardi Publication:5855892

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+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding the cubic and half-cubic laws of financial fluctuations
+Normal rank
@@ Property / cites work @@
+Financial power laws: empirical evidence, models, and mechanisms
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
+Normal rank
@@ Property / cites work @@
+Quantifying complexity of financial short-term time series by composite multiscale entropy measure
+Normal rank
@@ Property / cites work @@
+Analysis of temperature time-series: embedding dynamics into the MDS method
+Normal rank
@@ Property / cites work @@
+Q4346204
@@ Property / cites work: Q4346204 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale entropy analysis of human gait dynamics
+Normal rank
@@ Property / cites work @@
+Bearing fault diagnosis based on multiscale permutation entropy and support vector machine
+Normal rank
@@ Property / cites work @@
+Time series analysis using composite multiscale entropy
+Normal rank
@@ Property / cites work @@
+The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
+Normal rank
@@ Property / cites work @@
+NONLINEAR TIME SEQUENCE ANALYSIS
@@ Property / cites work: NONLINEAR TIME SEQUENCE ANALYSIS / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate multiscale entropy of financial markets
+Normal rank
@@ Property / cites work @@
+Dynamics from multivariate time series
@@ Property / cites work: Dynamics from multivariate time series / rank @@
+Normal rank
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+Publication:5855892