Approximate Entropy as an Irregularity Measure for Financial Data

DOI10.1080/07474930801959750MaRDI QIDQ3518451zbMATH OpenOpenAlexFDO

Authors Steve Pincus

Publication date 8 August 2008

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474930801959750

zbMATH Keywords

complexityasynchronyirregularityapproximate entropy

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(9)

• Measuring system regularity using fuzzy similarity-based approximate entropy
• Modelling the nonlinear time dynamics of multidimensional hormonal systems
• Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix
• High frequency trading and stock index returns: a nonlinear dynamic analysis
• Information Theoretic and Entropy Methods: An Overview
• Theory and applications of financial chaos index
• AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
• Irregularity, volatility, risk, and financial market time series
• Compositional segmentation of time series in the financial markets

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