Cumulative Tsallis entropy based on power spectrum of financial time series

DOI10.1063/1.5094807MaRDI QIDQ4972995zbMATH OpenOpenAlexWikidataFDO

Authors Yali Zhang, Pengjian Shang, Jiayi He, Hui Xiong

Publication date 29 November 2019

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.5094807

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites work

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• Measuring the strangeness of strange attractors
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• Nonlinear forecasting of the generalized Kuramoto-Sivashinsky equation
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Cited in

(6)

• Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum
• Generalized entropy plane based on large deviations theory for financial time series
• The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
• Compositional segmentation of time series in the financial markets
• Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series
• PID: a PDF-induced distance based on permutation cross-distribution entropy

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