An information theory approach to stock market liquidity

DOI10.1063/5.0213429MaRDI QIDQ6592503zbMATH OpenFDO

Authors S. Bianchi, Vittoria Bruni, Massimiliano Frezza, Silvia Marconi, Augusto Pianese, Barbara Vantaggi, Domenico Vitulano

Publication date 26 August 2024

Published in Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

Cites work

• scientific article; zbMATH DE number 1808203 (Why is no real title available?)
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• Scaling, self-similarity and multifractality in FX markets
• Semi-Stable Stochastic Processes
• Shared Information and Program Plagiarism Detection
• The Normalized Compression Distance Is Resistant to Noise
• The Similarity Metric

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