Evaluating volatile stock markets using information theoretic measures-Reference-Cited by-同舟云学术

Evaluating volatile stock markets using information theoretic measures

Published:2020-01 Issue: Volume:537 Page:122711
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:

Batra Luckshay,Taneja H.C.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference17 articles.

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

2. A. Renyi, On measures of entropy and information, in: Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, vol. 1, 1961, pp. 547–561.

3. Option price calibration from renyi entropy;Brody;Phys. Lett. A,2007

4. Renyi’s information transfer between financial time series;Jizba;Physica A,2012

5. Multifractal diffusion entropy analysis on stock volatility in financial markets;Huang;Physica A,2012

Cited by 11 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. Comparative study of information measures in portfolio optimization problems;Journal of Ambient Intelligence and Humanized Computing;2024-03-12

2. Future prospects: AI and machine learning in cloud-based SIP trunking;Вісник Черкаського державного технологічного університету;2024-02-07

3. Spatial and Temporal Variability of Precipitation Complexity in Northeast Brazil;Sustainability;2022-10-19

4. Comparison between Information Theoretic Measures to Assess Financial Markets;FinTech;2022-05-19

5. The role of artificial intelligence and machine learning in wireless networks security: principle, practice and challenges;Artificial Intelligence Review;2022-02-04