Improvement of complexity measure method and its application to the stock exchange market
From MaRDI portal
Publication:3501477
zbMATH Open1150.93555MaRDI QIDQ3501477FDOQ3501477
Authors: Fulai Wang, Qingli Da 
Publication date: 3 June 2008
Recommendations
- An improvement of the present complexity theory and its application to the stock exchange market
- Modified generalized sample entropy and surrogate data analysis for stock markets
- Statistical properties of a time-series-complexity measure applied to stock returns
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity
- The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)
Cited In (4)
- An improvement of the present complexity theory and its application to the stock exchange market
- On the principle of increasing complexity in portfolio formation on the stock exchange
- Modified generalized sample entropy and surrogate data analysis for stock markets
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity
This page was built for publication: Improvement of complexity measure method and its application to the stock exchange market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3501477)
