Quantifying complexity of financial short-term time series by composite multiscale entropy measure
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Publication:907618
DOI10.1016/J.CNSNS.2014.08.038zbMATH Open1329.91153OpenAlexW2073718059MaRDI QIDQ907618FDOQ907618
Authors: Hongli Niu, Jun Wang Edit this on Wikidata
Publication date: 26 January 2016
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2014.08.038
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Cites Work
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- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
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Cited In (22)
- Complexity analysis of time series based on generalized fractional order refined composite multiscale dispersion entropy
- Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics
- Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series
- AECID: asymmetric entropy for classifying imbalanced data
- Multiscale multifractal diffusion entropy analysis of financial time series
- Linking market interaction intensity of 3D Ising type financial model with market volatility
- Multivariate multiscale entropy of financial markets
- Time series analysis using composite multiscale entropy
- Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series
- Refined two-index entropy and multiscale analysis for complex system
- Complexity modeling and analysis of chaos and other fluctuating phenomena
- The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
- Analysis of complex time series using refined composite multiscale entropy
- Characterization of time series through information quantifiers
- A summary: quantifying the complexity of financial markets using composite and multivariate multiscale entropy
- Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy
- Unraveling chaotic attractors by complex networks and measurements of stock market complexity
- Compositional segmentation of time series in the financial markets
- Permutation transition entropy: measuring the dynamical complexity of financial time series
- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum
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