The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
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Publication:4644744
DOI10.1063/1.5054714zbMATH Open1406.91504OpenAlexW2906433299WikidataQ90838555 ScholiaQ90838555MaRDI QIDQ4644744FDOQ4644744
Authors: Yali Zhang, Pengjian Shang 
Publication date: 8 January 2019
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5054714
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Cited In (26)
- Improvement of complexity measure method and its application to the stock exchange market
- NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure
- An improvement of the present complexity theory and its application to the stock exchange market
- Complexity analysis of time series based on generalized fractional order refined composite multiscale dispersion entropy
- Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series
- Generalized entropy plane based on large deviations theory for financial time series
- Analysis of time series using a new entropy plane based on past entropy
- Multiscale multifractal diffusion entropy analysis of financial time series
- Financial time series analysis based on fractional and multiscale permutation entropy
- Cumulative Tsallis entropy based on power spectrum of financial time series
- Refined two-index entropy and multiscale analysis for complex system
- The applications of sample entropy in stock stability analyses
- Permutation entropy analysis based on Gini-Simpson index for financial time series
- Detrended fluctuation analysis based on higher-order moments of financial time series
- Time-dependent complexity measurement of causality in international equity markets: a spatial approach
- Modified generalized sample entropy and surrogate data analysis for stock markets
- Multivariate multiscale complexity-entropy causality plane analysis for complex time series
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure
- Conditional entropy and randomness in financial time series
- Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix
- Analysis of time series based on a new entropy plane by using weighted dispersion pattern
- Irregularity, volatility, risk, and financial market time series
- A summary: quantifying the complexity of financial markets using composite and multivariate multiscale entropy
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity
- Financial time series analysis based on information categorization method
- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum
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