Analysis of financial time series using multiscale entropy based on skewness and kurtosis
Author:
Funder
China National Science
Beijing National Science
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference38 articles.
1. Weighted multifractal analysis of financial time series;Xiong;Nonlinear Dynam.,2016
2. Turbulent cascades in foreign exchange markets;Ghashghaie;Nature,1996
3. Fractal and multifractal time series;Kantelhardt,2012
4. Detection of multiscale properties of financial market dynamics based on an entropic segmentation method;Yin;Nonlinear Dynam.,2016
5. Optimal harvesting of a two species competition model with imprecise biological parameters;Sharma;Nonlinear Dynam.,2014
Cited by 17 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. Benefits of Zero-Phase or Linear Phase Filters to Design Multiscale Entropy: Theory and Application;Entropy;2024-04-14
2. Fractal properties, information theory, and market efficiency;Chaos, Solitons & Fractals;2024-03
3. NLDyn - An open source MATLAB toolbox for the univariate and multivariate nonlinear dynamical analysis of physiological data;Computer Methods and Programs in Biomedicine;2024-01
4. Moments and momentum in the returns of securitized real estate: A cross-country study of risk factors driving real estate investment trusts before and during COVID-19;Heliyon;2023-08
5. Decision to Close a Factory in the COVID-19 Pandemic: Only One Hour of Work;Eurasian Journal of Emergency Medicine;2023-06-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3