Search Results - subject:"Sample entropy"

Information-theoretic measures and modeling stock market volatility: A comparative approach

Sheraz, Muhammad; Nasi, Imran - In: Risks 9 (2021) 5, pp. 1-20

closing prices. We have examined regularity and randomness based on the approximate entropy and sample entropy. We have …

Persistent link: https://www.econbiz.de/10013200757

Information-theoretic measures and modeling stock market volatility : a comparative approach

Sheraz, Muhammad; Nasi, Imran - In: Risks : open access journal 9 (2021) 5, pp. 1-20

closing prices. We have examined regularity and randomness based on the approximate entropy and sample entropy. We have …

Persistent link: https://www.econbiz.de/10012596360

Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic : the case of VIX

Dima, Bogdan; Dima, Ştefana Maria; Ioan, Roxana - In: Finance research letters 43 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014632407

Application of VIX and entropy indicators for portfolio rotation strategies

Jadhao, Gaurav; Chandra, Abhijeet - In: Research in international business and finance 42 (2017), pp. 1367-1371

Persistent link: https://www.econbiz.de/10011761027

Optimizing human activity patterns using global sensitivity analysis

Fairchild, Geoffrey; Hickmann, Kyle S.; Mniszewski, Susan M. - In: Computational and mathematical organization theory 20 (2014) 4, pp. 394-416

Persistent link: https://www.econbiz.de/10010439209

Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA

Lin, Aijing; Shang, Pengjian; Zhong, Bo - In: Physica A: Statistical Mechanics and its Applications 416 (2014) C, pp. 259-272

In this article, we investigate the hidden cross-correlation structures in Chinese stock markets and US stock markets by performing PCSE combined with PCA approach. It is suggested that PCSE can provide a more faithful and more interpretable description of the dynamic mechanism between time...

Persistent link: https://www.econbiz.de/10010939945

Enhanced sample entropy-based health management of Li-ion battery for electrified vehicles

Hu, Xiaosong; Li, Shengbo Eben; Jia, Zhenzhong; Egardt, Bo - In: Energy 64 (2014) C, pp. 953-960

This paper discusses an ameliorated sample entropy-based capacity estimator for PHM (prognostics and health management … sample entropy of cell voltage sequence under the well-known HPPC (hybrid pulse power characterization) profile is adopted as … the input of the health estimator. The calculated sample entropy and capacity of a reference Li-ion cell (randomly …

Persistent link: https://www.econbiz.de/10010809766

Complexity analysis of the turbulent environmental fluid flow time series

Mihailović, D.T.; Nikolić-Đorić, E.; Drešković, N.; … - In: Physica A: Statistical Mechanics and its Applications 395 (2014) C, pp. 96-104

–Ziv Algorithm (LZA) (lower—KLL and upper—KLU), sample entropy (SE) and permutation entropy (PE) values for each time series. The …

Persistent link: https://www.econbiz.de/10011059499

Modified multiscale entropy for short-term time series analysis

Wu, Shuen-De; Wu, Chiu-Wen; Lee, Kung-Yen; Lin, Shiou-Gwo - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5865-5873

incorporated for constructing template vectors in calculating sample entropy. For conducting short-term time series analysis, this …

Persistent link: https://www.econbiz.de/10010872380

On the relation between correlation dimension, approximate entropy and sample entropy parameters, and a fast algorithm for their calculation

Zurek, Sebastian; Guzik, Przemyslaw; Pawlak, Sebastian; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6601-6610

We explore the relation between correlation dimension, approximate entropy and sample entropy parameters, which are … interdependent. A new geometrical interpretation of sample entropy and correlation dimension is provided and the consequences for the … interpretation of sample entropy, its relative consistency and some of the algorithms for parameter selection for this quantity are …

Persistent link: https://www.econbiz.de/10010872055