Quantifying complexity of financial short-term time series by composite multiscale entropy measure

Communications in Nonlinear Science and Numerical Simulation

Volumn 22, Issue 1-3, 2015, Pages 375-382

  Niu, Hongli ^a,b   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

^b UNIVERSITY OF KIEL   (Germany)

Author keywords

Complexity; Composite multiscale entropy; Multiscale entropy; Nonlinear analysis; Short term time series

Indexed keywords

COMMERCE; ENTROPY; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; NONLINEAR ANALYSIS; TIME SERIES ANALYSIS; WHITE NOISE;

COMPLEXITY; COMPOSITE MULTISCALE ENTROPY; ENTROPY ESTIMATION; ENTROPY MEASURE; FINANCIAL TIME SERIES; MULTISCALE ENTROPY; SHORT-TERM TIME SERIES; STOCK INDICES; TIMES SERIES;

TIME SERIES;

EID: 84916613091     PISSN: 10075704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cnsns.2014.08.038     Document Type: Article

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