Cumulative Tsallis entropy based on power spectrum of financial time series
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Publication:4972995
DOI10.1063/1.5094807zbMATH Open1425.37052OpenAlexW2979738902WikidataQ91057966 ScholiaQ91057966MaRDI QIDQ4972995FDOQ4972995
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
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Cited In (6)
- PID: a PDF-induced distance based on permutation cross-distribution 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
- The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
- Compositional segmentation of time series in the financial markets
- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum
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