The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
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Publication:4644744
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Cites work
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
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Cited in
(26)- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum
- Refined two-index entropy and multiscale analysis for complex system
- A summary: quantifying the complexity of financial markets using composite and multivariate multiscale entropy
- Generalized entropy plane based on large deviations theory for financial time series
- Multivariate multiscale complexity-entropy causality plane analysis for complex time series
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity
- 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
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure
- The applications of sample entropy in stock stability analyses
- Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix
- Irregularity, volatility, risk, and financial market time series
- Time-dependent complexity measurement of causality in international equity markets: a spatial approach
- Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series
- Modified generalized sample entropy and surrogate data analysis for stock markets
- Multiscale multifractal diffusion entropy analysis of financial time series
- Analysis of time series using a new entropy plane based on past entropy
- Conditional entropy and randomness in financial time series
- Financial time series analysis based on information categorization method
- Financial time series analysis based on fractional and multiscale permutation entropy
- 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
- Analysis of time series based on a new entropy plane by using weighted dispersion pattern
- Permutation entropy analysis based on Gini-Simpson index for financial time series
- Detrended fluctuation analysis based on higher-order moments of financial time series
- Cumulative Tsallis entropy based on power spectrum of financial time series
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