Andrey Shternshis
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Price predictability at ultra-high frequency: entropy-based randomness test Communications in Nonlinear Science and Numerical Simulation | 2025-01-22 | Paper |
| Variance of entropy for testing time-varying regimes with an application to meme stocks Decisions in Economics and Finance | 2024-08-01 | Paper |
| Measuring market efficiency: the Shannon entropy of high-frequency financial time series Chaos, Solitons and Fractals | 2023-01-13 | Paper |
Research outcomes over time
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