Topological entropy and geometric entropy and their application to the horizontal visibility graph for financial time series-Reference-Cited by-同舟云学术

Topological entropy and geometric entropy and their application to the horizontal visibility graph for financial time series

Published:2018-02-26 Issue:1 Volume:92 Page:41-58
ISSN:0924-090X
Container-title:Nonlinear Dynamics
language:en
Short-container-title:Nonlinear Dyn

Author:

Rong Lei^ORCID,Shang Pengjian

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Control and Systems Engineering

Link

http://link.springer.com/article/10.1007/s11071-018-4120-6/fulltext.html

Reference49 articles.

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3. Fontaine, S., Dia, S., Renner, M.: Nonlinear friction dynamics on fibrous materials, application to the characterization of surface quality. Part I: global characterization of phase spaces. Nonlinear Dyn. 66(4), 647–665 (2011)

4. Xiong, H., Shang, P.: Weighted multifractal cross-correlation analysis based on Shannon entropy. Commun. Nonlinear Sci. Numer. Simul. 30(1C3), 268–283 (2016)

5. Faranda, D., Pons, F.M.E., Giachino, E., Vaienti, S.: Early warnings indicators of financial crises via auto regressive moving average models. Commun. Nonlinear Sci. Numer. Simul. 29(1C3), 233–239 (2015)

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