Comparison of transfer entropy methods for financial time series (Q2147683): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.physa.2017.04.089 / rank
 
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Latest revision as of 09:06, 29 July 2024

scientific article
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Comparison of transfer entropy methods for financial time series
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    Comparison of transfer entropy methods for financial time series (English)
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    20 June 2022
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    financial time series
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    Shannon entropy
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    transfer entropy
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    effective transfer entropy
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    Rényi transfer entropy
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    effective Rényi transfer entropy
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