Quantifying complexity of financial short-term time series by composite multiscale entropy measure
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Cites work
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- scientific article; zbMATH DE number 1368020 (Why is no real title available?)
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- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Multiscale entropy analysis of human gait dynamics
- Nonlinear analysis of return time series model by oriented percolation dynamic system
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
- Time series analysis using composite multiscale entropy
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Cited in
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- Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
- Complexity analysis of time series based on generalized fractional order refined composite multiscale dispersion entropy
- 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
- Compositional segmentation of time series in the financial markets
- 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
- A summary: quantifying the complexity of financial markets using composite and multivariate multiscale entropy
- Permutation transition entropy: measuring the dynamical complexity of financial time series
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