Comparison of transfer entropy methods for financial time series (Q2147683)
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scientific article; zbMATH DE number 7544849
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| default for all languages | No label defined |
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| English | Comparison of transfer entropy methods for financial time series |
scientific article; zbMATH DE number 7544849 |
Statements
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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0.89526093
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0.89524555
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