The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, we propose a multiscale cross-distribution entropy (MCDE) method based on the Tsallis entropy to analyze financial stock markets. In order to evaluate the effectiveness of this method, we employ it into ARFIMA models. Then, applying the proposed method to analyze financial time series, we conclude that it provides us more exact, detailed and clearer information about the relationships...
In this paper, a novel multidimensional scaling (MDS) based on information measures method is proposed to analyze financial stock markets. In order to examine the effectiveness of this method, we applied it to the classification of two types of artificial series, the logistic map model and the cubic map model, as well as stock time series. Moreover, the traditional MDS using Euclidean dissimilarity...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.