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ArticleWeighted multiscale permutation entropy of financial time series

Yi Yin2014

Article2014

Weighted multiscale permutation entropy of financial time series

Yi Yin · Pengjian Shang

84 citations·0/0 files stored·Nonlinear Dynamics

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Complex Systems and Time Series Analysis Stock Market Forecasting Methods Time Series Analysis and Forecasting

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1991Approximate entropy as a measure of system complexity.1900Théorie de la spéculation 2013Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information 2008A multifractal approach for stock market inefficiency 2000Econophysics: financial time series from a statistical physics point of view 1999Econophysics: Can physicists contribute to the science of economics?

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Year2014

Typearticle

Published2014-08-22

VenueNonlinear Dynamics

ISSN-L0924-090X

Languageen

Citations84

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1007/s11071-014-1636-2

openalex_workW2017082658

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