Short-term prediction of the closing price of financial series using a ϵ-machine model-Reference-Cited by-同舟云学术

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Short-term prediction of the closing price of financial series using a ϵ-machine model

Published:2020-05 Issue: Volume:545 Page:123540
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Zavala-Díaz J.C.,Pérez-Ortega J.,Hernández-Aguilar J.A.,Almanza-Ortega N.N.,Martínez-Rebollar A.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference24 articles.

1. A mathematical theory of communication;Shannon;Bell Syst. Tech. J.,1948

2. Foreign exchange rate entropy evolution during financial crises;Stosic;Physica A,2016

3. Diffusion entropy analysis on the scaling behavior of financial markets;Cai;Physica A,2006

4. Conditional entropy and randomness in financial time series;London;Quant. Finance,2001

5. Time-series analysis of multiple foreign exchange rates using time-dependent pattern entropy;Ishizaki;Physica A,2018

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine;Entropy;2022-07-30

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